+240.2%
DIA vs FE
+107.4%
+132.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +0.3% | +5.2% | -4.9% | -1.4% |
| 3M | -4.5% | 0.0% | -4.5% | -4.6% |
| 6M | +3.4% | +5.0% | -1.7% | +1.5% |
| YTD | +7.8% | +7.9% | -0.1% | +4.7% |
| 1Y | +10.7% | +6.3% | +4.4% | +8.0% |
| 3Y | +57.5% | +46.0% | +11.5% | +36.4% |
| 5Y | +53.7% | +45.6% | +8.1% | +32.0% |
| All | +240.2% | +107.4% | +132.9% | +178.9% |
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