+5.7%
DIS vs FFIV
+32.9%
-27.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +0.6% | -2.9% | +3.5% | +0.6% |
| 30D | +10.3% | -32.4% | +42.7% | +11.3% |
| 3M | +15.6% | -22.7% | +38.3% | +16.4% |
| 6M | +15.1% | -10.7% | +25.8% | +13.0% |
| YTD | +6.0% | +25.4% | -19.4% | -4.1% |
| 1Y | +5.7% | +34.2% | -28.5% | -6.6% |
| All | +5.7% | +32.9% | -27.2% | -6.6% |
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