-31.9%
DIS vs FE
+42.2%
-74.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +5.2% | -1.0% | +6.3% | +5.5% |
| 30D | +11.5% | +4.1% | +7.3% | +10.3% |
| 3M | +11.5% | -1.0% | +12.5% | +11.8% |
| 6M | +8.9% | +4.0% | +4.9% | +7.7% |
| YTD | +3.4% | +6.8% | -3.4% | +1.2% |
| 1Y | +7.2% | +5.3% | +1.9% | +5.3% |
| 3Y | +43.3% | +44.6% | -1.3% | +25.3% |
| All | -31.9% | +42.2% | -74.1% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling