+61.6%
DIA vs FN
+158.4%
-96.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.8% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | -1.5% | -22.0% | +20.5% | +0.1% |
| 3M | +3.8% | -43.0% | +46.8% | +7.9% |
| 6M | +10.3% | -27.7% | +38.0% | +11.3% |
| YTD | +12.1% | -10.5% | +22.6% | +10.2% |
| 1Y | +18.6% | +12.5% | +6.2% | +13.4% |
| All | +61.6% | +158.4% | -96.8% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling