+253.7%
DIA vs FDS
+78.9%
+174.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.3% |
| 7D | +0.1% | -5.4% | +5.4% | +1.8% |
| 30D | -2.1% | +1.6% | -3.6% | -2.8% |
| 3M | +4.2% | +17.7% | -13.6% | -2.6% |
| 6M | +11.9% | +29.1% | -17.2% | -0.2% |
| YTD | +10.8% | +1.0% | +9.9% | +7.9% |
| 1Y | +17.5% | -21.6% | +39.1% | +25.8% |
| 3Y | +59.9% | -30.1% | +90.1% | +77.1% |
| 5Y | +64.1% | -20.7% | +84.9% | +67.9% |
| All | +253.7% | +78.9% | +174.8% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling