+776.6%
DIA vs FFIV
+7,518.9%
-6,742.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -1.5% | -5.1% | +3.5% | -1.0% |
| 3M | +3.8% | -4.5% | +8.2% | +4.1% |
| 6M | +10.3% | +36.5% | -26.2% | +6.0% |
| YTD | +12.1% | +53.0% | -40.9% | +6.2% |
| 1Y | +18.6% | +24.2% | -5.6% | +14.9% |
| 3Y | +60.6% | +137.2% | -76.6% | +43.8% |
| 5Y | +64.4% | +91.8% | -27.4% | +50.0% |
| 10Y | +250.1% | +215.2% | +34.9% | +200.6% |
| All | +776.6% | +7,518.9% | -6,742.4% | +420.3% |
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