+12.2%
DIS vs FFIV
+28.7%
-16.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +9.2% | -32.4% | +41.5% | +10.0% |
| 3M | +13.5% | -25.7% | +39.2% | +14.4% |
| 6M | +14.3% | -13.5% | +27.8% | +12.3% |
| YTD | +5.4% | +21.1% | -15.7% | -3.4% |
| 1Y | +12.2% | +29.4% | -17.3% | +1.1% |
| All | +12.2% | +28.7% | -16.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling