+36.3%
DIS vs FCEL
-99.1%
+135.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.3% |
| 7D | +4.4% | -8.3% | +12.7% | +4.7% |
| 30D | +10.3% | -43.0% | +53.3% | +12.7% |
| 3M | +15.5% | -48.2% | +63.7% | +17.9% |
| 6M | +11.2% | -25.0% | +36.2% | +9.2% |
| YTD | +5.6% | +40.6% | -35.0% | -0.6% |
| 1Y | +7.7% | +36.0% | -28.2% | +1.3% |
| 3Y | +39.3% | -66.7% | +106.0% | +33.8% |
| 5Y | -29.5% | -96.7% | +67.1% | -26.7% |
| 10Y | +36.3% | -99.0% | +135.3% | +37.4% |
| All | +36.3% | -99.1% | +135.4% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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