+235.7%
DIA vs FN
+700.1%
-464.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.1% |
| 7D | +2.1% | +0.3% | +1.9% | +1.9% |
| 30D | +1.5% | -16.5% | +18.0% | +3.2% |
| 3M | -2.4% | -42.1% | +39.7% | +3.7% |
| 6M | +6.0% | -52.9% | +58.8% | +14.7% |
| YTD | +10.1% | -28.0% | +38.0% | +9.3% |
| 1Y | +11.8% | -18.5% | +30.3% | +8.3% |
| 3Y | +59.7% | +93.9% | -34.2% | +24.6% |
| 5Y | +57.9% | +170.5% | -112.6% | +10.8% |
| All | +235.7% | +700.1% | -464.5% | +85.8% |
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