+66.0%
DIA vs FITB
+72.3%
-6.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -1.5% | -4.7% | +3.2% | -0.1% |
| 3M | +3.8% | +6.7% | -2.9% | +1.5% |
| 6M | +10.3% | +12.6% | -2.3% | +5.8% |
| YTD | +12.1% | +19.1% | -7.0% | +5.4% |
| 1Y | +18.6% | +22.6% | -4.0% | +10.3% |
| 3Y | +60.6% | +127.1% | -66.5% | +22.3% |
| All | +66.0% | +72.3% | -6.2% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling