+13.3%
DIS vs BTSG
+421.3%
-408.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.3% | -0.7% |
| 7D | -1.1% | +5.7% | -6.8% | -1.9% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | +7.1% | +5.6% | +1.4% | +5.1% |
| 6M | +4.3% | +50.8% | -46.5% | -4.1% |
| YTD | -6.9% | +67.0% | -74.0% | -16.1% |
| 1Y | -10.3% | +145.5% | -155.8% | -24.8% |
| All | +13.3% | +421.3% | -408.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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