+34.2%
DIS vs FE
+107.4%
-73.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | 0.0% | +5.3% | +5.2% |
| 30D | +11.5% | +5.2% | +6.3% | +9.9% |
| 3M | +11.5% | 0.0% | +11.6% | +11.5% |
| 6M | +8.9% | +5.0% | +3.8% | +7.2% |
| YTD | +3.4% | +7.9% | -4.5% | +0.8% |
| 1Y | +7.2% | +6.3% | +0.9% | +4.9% |
| 3Y | +43.3% | +46.0% | -2.7% | +26.1% |
| 5Y | -31.4% | +45.6% | -77.1% | -40.1% |
| All | +34.2% | +107.4% | -73.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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