-31.9%
DIS vs FFIV
+39.5%
-71.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.2% | -8.1% | +13.4% | +7.9% |
| 30D | +11.5% | -33.4% | +44.8% | +25.1% |
| 3M | +11.5% | -24.7% | +36.3% | +19.2% |
| 6M | +8.9% | -8.8% | +17.7% | +7.0% |
| YTD | +3.4% | +21.8% | -18.4% | -11.0% |
| 1Y | +7.2% | +25.3% | -18.1% | -9.0% |
| 3Y | +43.3% | +101.2% | -57.8% | -7.2% |
| All | -31.9% | +39.5% | -71.4% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling