+16.0%
DIA vs FND
-45.8%
+61.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.0% | -5.1% | +2.1% | -2.3% |
| 30D | -3.0% | -22.5% | +19.5% | +0.5% |
| 3M | +4.5% | -5.0% | +9.5% | +4.6% |
| 6M | +9.8% | -21.5% | +31.3% | +12.7% |
| YTD | +9.3% | -23.0% | +32.3% | +11.8% |
| 1Y | +16.0% | -44.9% | +60.9% | +23.5% |
| All | +16.0% | -45.8% | +61.8% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling