+5.7%
DIA vs FND
-0.3%
+6.0%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.2% |
| 7D | +1.6% | -5.1% | +6.7% | +2.3% |
| 30D | +1.2% | +9.2% | -8.0% | +0.2% |
| 3M | -2.4% | -17.7% | +15.3% | -0.5% |
| 6M | +5.7% | +2.5% | +3.2% | +4.8% |
| All | +5.7% | -0.3% | +6.0% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling