+14.9%
DIA vs FTI
+57.1%
-42.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.2% |
| 7D | +1.6% | -9.7% | +11.3% | +1.9% |
| 30D | +4.1% | -8.2% | +12.3% | +4.4% |
| 3M | -1.0% | -7.8% | +6.8% | -0.8% |
| 6M | +9.7% | -13.4% | +23.1% | +10.3% |
| YTD | +12.2% | +45.1% | -32.9% | +4.6% |
| 1Y | +14.9% | +54.6% | -39.7% | +6.3% |
| All | +14.9% | +57.1% | -42.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling