+415.7%
DIS vs FFIV
+5,982.7%
-5,567.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.6% |
| 7D | +5.7% | -14.2% | +19.9% | +8.1% |
| 30D | +12.7% | -33.6% | +46.3% | +19.4% |
| 3M | +15.2% | -24.2% | +39.4% | +19.3% |
| 6M | +17.6% | -8.3% | +25.8% | +17.8% |
| YTD | +3.8% | +22.1% | -18.3% | -0.9% |
| 1Y | +6.8% | +26.5% | -19.7% | +1.3% |
| 3Y | +42.1% | +102.3% | -60.2% | +24.7% |
| 5Y | -31.2% | +40.6% | -71.8% | -36.4% |
| 10Y | +37.6% | +129.7% | -92.1% | +17.0% |
| All | +415.7% | +5,982.7% | -5,567.0% | +150.5% |
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