+59.9%
DIA vs FND
-49.6%
+109.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -2.1% | -23.6% | +21.5% | +2.1% |
| 3M | +4.2% | +4.3% | -0.2% | +2.7% |
| 6M | +11.9% | -20.3% | +32.2% | +14.9% |
| YTD | +10.8% | -21.3% | +32.1% | +13.6% |
| 1Y | +17.5% | -45.4% | +62.9% | +27.7% |
| 3Y | +59.9% | -48.9% | +108.8% | +68.9% |
| All | +59.9% | -49.6% | +109.5% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling