+612.7%
DIA vs FN
+2,575.5%
-1,962.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -14.2% | +10.7% | -1.8% |
| 7D | -1.6% | -16.0% | +14.4% | +0.2% |
| 30D | 0.0% | -40.1% | +40.1% | +5.9% |
| 3M | -4.9% | -43.9% | +39.0% | +0.9% |
| 6M | +5.0% | -55.6% | +60.7% | +13.6% |
| YTD | +8.2% | -35.7% | +43.9% | +9.7% |
| 1Y | +10.3% | -39.8% | +50.1% | +12.4% |
| 3Y | +58.4% | +80.3% | -21.9% | +32.4% |
| 5Y | +54.3% | +143.3% | -88.9% | +20.6% |
| 10Y | +248.6% | +682.3% | -433.7% | +127.3% |
| All | +612.7% | +2,575.5% | -1,962.8% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling