+57.9%
DIA vs FE
+47.0%
+10.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | +2.1% | +1.2% | +0.9% | +1.8% |
| 30D | +1.5% | +4.5% | -3.1% | +0.3% |
| 3M | -2.4% | +1.3% | -3.8% | -2.8% |
| 6M | +6.0% | +8.7% | -2.7% | +3.5% |
| YTD | +10.1% | +9.2% | +0.9% | +7.1% |
| 1Y | +11.8% | +7.0% | +4.8% | +9.3% |
| 3Y | +59.7% | +51.4% | +8.3% | +37.9% |
| All | +57.9% | +47.0% | +10.9% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling