+240.2%
DIA vs FN
+753.0%
-512.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -2.0% |
| 7D | -0.9% | 0.0% | -0.9% | -1.4% |
| 30D | +0.3% | -34.3% | +34.6% | +5.5% |
| 3M | -4.5% | -39.9% | +35.4% | +1.0% |
| 6M | +3.4% | -51.8% | +55.2% | +11.5% |
| YTD | +7.8% | -28.1% | +35.9% | +7.2% |
| 1Y | +10.7% | -29.1% | +39.8% | +9.9% |
| 3Y | +57.5% | +102.4% | -44.9% | +22.1% |
| 5Y | +53.7% | +171.7% | -117.9% | +8.1% |
| All | +240.2% | +753.0% | -512.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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