+1,129.1%
DIA vs FDS
+6,301.9%
-5,172.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -1.5% | +9.0% | -10.5% | -3.9% |
| 3M | +3.8% | +18.9% | -15.1% | -1.8% |
| 6M | +10.3% | +35.1% | -24.9% | -0.2% |
| YTD | +12.1% | +5.5% | +6.6% | +7.7% |
| 1Y | +18.6% | -16.8% | +35.5% | +20.8% |
| 3Y | +60.6% | -28.1% | +88.7% | +69.1% |
| 5Y | +64.4% | -17.4% | +81.8% | +65.2% |
| 10Y | +250.1% | +85.4% | +164.7% | +181.2% |
| All | +1,129.1% | +6,301.9% | -5,172.8% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling