-41.1%
DIS vs FE
+45.0%
-86.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | -2.6% | +1.9% | -4.5% | -3.1% |
| 30D | +3.5% | -1.2% | +4.7% | +3.8% |
| 3M | +6.8% | +3.5% | +3.3% | +5.8% |
| 6M | +3.0% | -6.1% | +9.0% | +4.5% |
| YTD | -6.7% | +7.6% | -14.3% | -8.9% |
| 1Y | -10.1% | +11.9% | -22.0% | -13.3% |
| 3Y | +33.0% | +48.4% | -15.4% | +15.2% |
| All | -41.1% | +45.0% | -86.1% | -49.7% |
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