+36.6%
DIS vs FCEL
-98.9%
+135.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.6% | -6.6% | +1.7% |
| 7D | +5.3% | +3.0% | +2.3% | +5.1% |
| 30D | +10.2% | -40.0% | +50.2% | +12.3% |
| 3M | +13.5% | -47.0% | +60.6% | +15.8% |
| 6M | +11.1% | -21.0% | +32.1% | +8.9% |
| YTD | +5.5% | +48.0% | -42.5% | -0.9% |
| 1Y | +9.1% | +43.9% | -34.8% | +2.4% |
| 3Y | +36.0% | -67.5% | +103.5% | +30.8% |
| 5Y | -29.8% | -96.7% | +66.8% | -27.1% |
| 10Y | +36.6% | -99.0% | +135.6% | +37.4% |
| All | +36.6% | -98.9% | +135.5% | +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