+198.1%
DIA vs FND
+70.0%
+128.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.4% |
| 7D | +0.9% | +6.8% | -5.9% | -0.5% |
| 30D | +1.1% | +13.1% | -11.9% | -1.6% |
| 3M | -2.9% | -13.1% | +10.2% | -0.6% |
| 6M | +5.9% | -0.6% | +6.4% | +4.6% |
| YTD | +9.8% | -15.5% | +25.3% | +11.3% |
| 1Y | +11.7% | -13.7% | +25.4% | +12.6% |
| 3Y | +59.5% | -35.0% | +94.5% | +64.2% |
| 5Y | +57.5% | -60.1% | +117.6% | +72.5% |
| All | +198.1% | +70.0% | +128.1% | +135.3% |
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