+59.1%
DIA vs FTI
+848.3%
-789.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +1.3% | -6.3% | +7.5% | +2.1% |
| 3M | -2.1% | -13.1% | +11.1% | -0.3% |
| 6M | +6.2% | -8.0% | +14.2% | +6.9% |
| YTD | +10.3% | +47.1% | -36.7% | +2.9% |
| 1Y | +11.0% | +50.7% | -39.7% | +3.0% |
| 3Y | +60.4% | +209.0% | -148.6% | +31.3% |
| 5Y | +59.1% | +847.0% | -787.9% | +7.4% |
| All | +59.1% | +848.3% | -789.3% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling