-31.2%
DIS vs F
-13.3%
-17.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.1% |
| 7D | +5.7% | +1.4% | +4.3% | +5.3% |
| 30D | +12.7% | +2.0% | +10.6% | +11.9% |
| 3M | +15.2% | -10.4% | +25.6% | +18.6% |
| 6M | +17.6% | +9.7% | +7.8% | +12.1% |
| YTD | +3.8% | -1.2% | +5.0% | +2.0% |
| 1Y | +6.8% | 0.0% | +6.8% | +4.5% |
| 3Y | +42.1% | +41.1% | +1.0% | +17.7% |
| 5Y | -31.2% | -11.4% | -19.7% | -37.8% |
| All | -31.2% | -13.3% | -17.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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