+36.3%
DIS vs FFIV
+126.0%
-89.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | -4.2% | +8.6% | +5.9% |
| 30D | +10.3% | -33.9% | +44.2% | +25.6% |
| 3M | +15.5% | -22.6% | +38.1% | +23.4% |
| 6M | +11.2% | -10.4% | +21.6% | +11.3% |
| YTD | +5.6% | +24.3% | -18.7% | -8.4% |
| 1Y | +7.7% | +31.8% | -24.0% | -8.8% |
| 3Y | +39.3% | +99.5% | -60.2% | -3.7% |
| 5Y | -29.5% | +40.7% | -70.3% | -45.3% |
| 10Y | +36.3% | +126.9% | -90.6% | -19.5% |
| All | +36.3% | +126.0% | -89.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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