+251.0%
DIA vs FITB
+282.4%
-31.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -2.7% | -5.1% | +2.5% | -1.0% |
| 3M | +3.3% | +3.5% | -0.3% | +1.9% |
| 6M | +10.4% | +17.2% | -6.8% | +4.2% |
| YTD | +10.0% | +17.6% | -7.6% | +3.3% |
| 1Y | +16.2% | +23.4% | -7.2% | +7.1% |
| 3Y | +58.7% | +129.7% | -71.0% | +15.9% |
| 5Y | +63.6% | +68.4% | -4.8% | +29.0% |
| 10Y | +251.0% | +285.6% | -34.6% | +90.2% |
| All | +251.0% | +282.4% | -31.3% | +90.2% |
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