+199.7%
DIA vs FND
+56.5%
+143.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.6% | -5.8% | +4.2% | -0.4% |
| 30D | -2.0% | -20.2% | +18.2% | +2.4% |
| 3M | +3.6% | -12.0% | +15.6% | +5.6% |
| 6M | +11.5% | -18.5% | +30.0% | +14.7% |
| YTD | +10.4% | -22.3% | +32.6% | +14.1% |
| 1Y | +15.6% | -47.6% | +63.2% | +29.2% |
| 3Y | +58.9% | -49.8% | +108.6% | +72.9% |
| 5Y | +65.3% | -63.0% | +128.3% | +83.9% |
| All | +199.7% | +56.5% | +143.2% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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