+11.0%
DIA vs FN
-19.6%
+30.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.2% |
| 7D | -1.6% | +8.0% | -9.6% | -2.1% |
| 30D | +1.3% | -19.1% | +20.4% | +2.1% |
| 3M | -2.1% | -29.8% | +27.8% | -0.8% |
| 6M | +6.2% | -43.2% | +49.4% | +8.4% |
| YTD | +10.3% | -18.9% | +29.3% | +8.5% |
| 1Y | +11.0% | -17.9% | +28.9% | +8.4% |
| All | +11.0% | -19.6% | +30.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling