+363.3%
DIS vs FFIV
+7,518.9%
-7,155.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.6% | -1.0% | -1.6% | -2.5% |
| 30D | +3.5% | -5.1% | +8.6% | +4.2% |
| 3M | +6.8% | -4.5% | +11.3% | +7.2% |
| 6M | +3.0% | +36.5% | -33.5% | -2.5% |
| YTD | -6.7% | +53.0% | -59.7% | -13.4% |
| 1Y | -10.1% | +24.2% | -34.3% | -14.0% |
| 3Y | +33.0% | +137.2% | -104.2% | +14.6% |
| 5Y | -40.0% | +91.8% | -131.8% | -46.8% |
| 10Y | +21.1% | +215.2% | -194.1% | -1.3% |
| All | +363.3% | +7,518.9% | -7,155.6% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling