+1,129.1%
DIA vs FE
+500.2%
+628.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -0.2% | +1.9% | -2.1% | -0.8% |
| 30D | -1.5% | -1.2% | -0.4% | -1.2% |
| 3M | +3.8% | +3.5% | +0.3% | +2.4% |
| 6M | +10.3% | -6.1% | +16.3% | +12.3% |
| YTD | +12.1% | +7.6% | +4.5% | +8.8% |
| 1Y | +18.6% | +11.9% | +6.7% | +13.5% |
| 3Y | +60.6% | +48.4% | +12.2% | +37.4% |
| 5Y | +64.4% | +44.8% | +19.6% | +40.5% |
| 10Y | +250.1% | +115.9% | +134.2% | +149.4% |
| All | +1,129.1% | +500.2% | +628.8% | +512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling