+237.1%
DIA vs FE
+120.9%
+116.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +1.3% | +3.6% | -2.3% | +0.1% |
| 3M | -2.1% | +0.3% | -2.4% | -2.2% |
| 6M | +6.2% | +6.4% | -0.2% | +3.9% |
| YTD | +10.3% | +8.1% | +2.2% | +7.1% |
| 1Y | +11.0% | +4.6% | +6.4% | +8.8% |
| 3Y | +60.4% | +49.1% | +11.3% | +37.6% |
| 5Y | +59.1% | +46.1% | +13.0% | +36.2% |
| 10Y | +237.1% | +122.7% | +114.3% | +175.4% |
| All | +237.1% | +120.9% | +116.2% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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