+63.6%
DIA vs FND
-61.3%
+124.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.2% | -0.8% | -0.5% | -1.1% |
| 30D | -2.7% | -19.6% | +16.9% | +1.1% |
| 3M | +3.3% | -4.3% | +7.6% | +3.4% |
| 6M | +10.4% | -20.4% | +30.9% | +13.8% |
| YTD | +10.0% | -21.9% | +31.8% | +13.3% |
| 1Y | +16.2% | -45.2% | +61.4% | +27.4% |
| 3Y | +58.7% | -49.2% | +108.0% | +70.5% |
| 5Y | +63.6% | -61.8% | +125.4% | +75.0% |
| All | +63.6% | -61.3% | +124.8% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling