+246.5%
DIA vs FTI
+313.1%
-66.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.2% | -2.3% | +1.1% | -0.8% |
| 30D | -2.7% | +5.0% | -7.7% | -3.6% |
| 3M | +3.3% | +13.8% | -10.6% | +0.5% |
| 6M | +10.4% | +22.9% | -12.5% | +5.5% |
| YTD | +10.0% | +75.0% | -65.0% | -1.8% |
| 1Y | +16.2% | +96.9% | -80.7% | +1.1% |
| 3Y | +58.7% | +276.7% | -218.0% | +19.5% |
| 5Y | +63.6% | +1,157.0% | -1,093.4% | -7.3% |
| All | +246.5% | +313.1% | -66.6% | +110.4% |
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