+251.0%
DIA vs FLEX
+1,045.8%
-794.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.2% | +6.4% | -7.6% | -2.6% |
| 30D | -2.7% | -5.9% | +3.2% | -1.7% |
| 3M | +3.3% | -23.5% | +26.7% | +7.8% |
| 6M | +10.4% | +83.7% | -73.3% | -8.8% |
| YTD | +10.0% | +86.5% | -76.5% | -10.1% |
| 1Y | +16.2% | +100.5% | -84.3% | -7.5% |
| 3Y | +58.7% | +469.8% | -411.1% | -7.8% |
| 5Y | +63.6% | +725.7% | -662.1% | -16.2% |
| 10Y | +251.0% | +1,086.7% | -835.7% | +44.2% |
| All | +251.0% | +1,045.8% | -794.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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