+7.7%
DIS vs FITB
+31.0%
-23.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.4% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +10.2% | +7.3% | +2.9% | +8.4% |
| 3M | +13.5% | -4.0% | +17.5% | +14.4% |
| 6M | +11.1% | +11.9% | -0.8% | +6.8% |
| YTD | +5.5% | +19.0% | -13.5% | -1.7% |
| All | +7.7% | +31.0% | -23.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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