+235.9%
DIA vs TER
+993.6%
-757.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.9% | -8.9% | +9.8% | +2.3% |
| 30D | +1.1% | -39.1% | +40.2% | +10.2% |
| 3M | -2.9% | -32.8% | +29.9% | +2.9% |
| 6M | +5.9% | -31.7% | +37.6% | +8.9% |
| YTD | +9.8% | +26.9% | -17.2% | -4.2% |
| 1Y | +11.7% | +33.6% | -21.8% | -3.9% |
| 3Y | +59.5% | +181.5% | -122.0% | +6.5% |
| 5Y | +57.5% | +76.1% | -18.6% | +14.3% |
| 10Y | +235.9% | +1,006.2% | -770.3% | +49.4% |
| All | +235.9% | +993.6% | -757.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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