+251.0%
DIA vs FIS
-41.9%
+293.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.4% |
| 7D | -1.2% | -9.1% | +7.8% | +1.9% |
| 30D | -2.7% | -10.4% | +7.8% | +0.7% |
| 3M | +3.3% | -3.7% | +7.0% | +3.8% |
| 6M | +10.4% | -24.8% | +35.2% | +20.1% |
| YTD | +10.0% | -41.6% | +51.6% | +30.4% |
| 1Y | +16.2% | -42.7% | +58.9% | +38.3% |
| 3Y | +58.7% | -26.2% | +85.0% | +67.6% |
| 5Y | +63.6% | -66.1% | +129.7% | +130.8% |
| 10Y | +251.0% | -40.9% | +291.9% | +300.9% |
| All | +251.0% | -41.9% | +293.0% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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