+65.7%
DIA vs FDS
-17.4%
+83.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | -1.5% | +9.0% | -10.5% | -3.3% |
| 3M | +3.8% | +18.9% | -15.1% | -0.3% |
| 6M | +10.3% | +35.1% | -24.9% | +1.9% |
| YTD | +12.1% | +5.5% | +6.6% | +10.9% |
| 1Y | +18.6% | -16.8% | +35.5% | +26.5% |
| 3Y | +60.6% | -28.1% | +88.7% | +78.1% |
| All | +65.7% | -17.4% | +83.1% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling