+21.9%
DIS vs FFIV
+214.3%
-192.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | +3.5% | -5.1% | +8.6% | +5.1% |
| 3M | +6.8% | -4.5% | +11.3% | +7.6% |
| 6M | +3.0% | +36.5% | -33.5% | -10.4% |
| YTD | -6.7% | +53.0% | -59.7% | -22.9% |
| 1Y | -10.1% | +24.2% | -34.3% | -19.9% |
| 3Y | +33.0% | +137.2% | -104.2% | -10.9% |
| 5Y | -40.0% | +91.8% | -131.8% | -57.3% |
| All | +21.9% | +214.3% | -192.5% | -31.0% |
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