+761.1%
DIA vs FFIV
+6,100.0%
-5,338.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.9% |
| 7D | +0.8% | -2.1% | +2.9% | +1.0% |
| 30D | +1.4% | -33.8% | +35.2% | +6.0% |
| 3M | -2.7% | -20.6% | +17.9% | -0.6% |
| 6M | +6.2% | -10.2% | +16.5% | +6.9% |
| YTD | +10.1% | +24.5% | -14.4% | +6.3% |
| 1Y | +13.0% | +29.3% | -16.3% | +8.6% |
| 3Y | +61.9% | +103.8% | -41.9% | +46.9% |
| 5Y | +57.1% | +40.9% | +16.2% | +47.8% |
| 10Y | +240.9% | +126.6% | +114.3% | +202.1% |
| All | +761.1% | +6,100.0% | -5,338.9% | +421.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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