+747.3%
DIA vs FTI
+1,741.8%
-994.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.6% | +5.4% | -3.8% | +0.4% |
| 30D | +1.2% | -8.2% | +9.4% | +3.0% |
| 3M | -2.4% | -13.7% | +11.3% | +0.5% |
| 6M | +5.7% | -11.2% | +16.8% | +7.6% |
| YTD | +9.9% | +46.0% | -36.1% | -0.5% |
| 1Y | +9.8% | +51.8% | -42.0% | -1.5% |
| 3Y | +59.8% | +206.7% | -147.0% | +18.7% |
| 5Y | +57.7% | +862.0% | -804.3% | -15.0% |
| 10Y | +235.8% | +182.3% | +53.5% | +111.0% |
| All | +747.3% | +1,741.8% | -994.5% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling