+204.4%
DIA vs FND
+66.0%
+138.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | -0.2% | -5.2% | +5.0% | +0.8% |
| 30D | -1.5% | -19.9% | +18.3% | +2.8% |
| 3M | +3.8% | +2.7% | +1.0% | +2.4% |
| 6M | +10.3% | -21.7% | +31.9% | +14.4% |
| YTD | +12.1% | -17.5% | +29.6% | +14.6% |
| 1Y | +18.6% | -39.3% | +57.9% | +28.6% |
| 3Y | +60.6% | -49.8% | +110.4% | +75.0% |
| 5Y | +64.4% | -60.1% | +124.5% | +80.1% |
| All | +204.4% | +66.0% | +138.3% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling