+235.3%
DIA vs FITB
+208.7%
+26.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +1.2% | +7.3% | -6.1% | -1.2% |
| 3M | -2.4% | -6.3% | +3.9% | -0.3% |
| 6M | +5.7% | +12.6% | -6.9% | +1.1% |
| YTD | +9.9% | +18.0% | -8.1% | +3.1% |
| 1Y | +9.8% | +28.9% | -19.1% | -0.2% |
| 3Y | +59.8% | +139.4% | -79.6% | +15.3% |
| 5Y | +57.7% | +47.2% | +10.5% | +30.7% |
| All | +235.3% | +208.7% | +26.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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