+458.1%
DIS vs FE
+566.1%
-108.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +5.7% | +0.6% | +5.1% | +5.5% |
| 30D | +12.7% | +6.4% | +6.3% | +10.3% |
| 3M | +15.2% | -0.5% | +15.7% | +15.3% |
| 6M | +17.6% | +4.7% | +12.8% | +15.5% |
| YTD | +3.8% | +8.4% | -4.5% | +0.5% |
| 1Y | +6.8% | +7.2% | -0.4% | +3.7% |
| 3Y | +42.1% | +44.9% | -2.8% | +22.5% |
| 5Y | -31.2% | +46.3% | -77.5% | -41.4% |
| 10Y | +37.6% | +110.3% | -72.6% | -2.6% |
| All | +458.1% | +566.1% | -108.0% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling