+235.3%
DIA vs FTI
+183.5%
+51.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.6% | +5.4% | -3.8% | +0.6% |
| 30D | +1.2% | -8.2% | +9.4% | +2.7% |
| 3M | -2.4% | -13.7% | +11.3% | 0.0% |
| 6M | +5.7% | -11.2% | +16.8% | +7.3% |
| YTD | +9.9% | +46.0% | -36.1% | +1.2% |
| 1Y | +9.8% | +51.8% | -42.0% | +0.3% |
| 3Y | +59.8% | +206.7% | -147.0% | +24.8% |
| 5Y | +57.7% | +862.0% | -804.3% | -5.8% |
| All | +235.3% | +183.5% | +51.7% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling