-23.6%
DIS vs FITB
+47.5%
-71.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.9% | +0.8% | 0.0% | +0.5% |
| 30D | +8.9% | +7.3% | +1.6% | +5.7% |
| 3M | +14.5% | -6.3% | +20.9% | +17.5% |
| 6M | +12.2% | +12.6% | -0.3% | +5.9% |
| YTD | +4.7% | +18.0% | -13.3% | -3.8% |
| 1Y | +2.8% | +28.9% | -26.1% | -9.2% |
| 3Y | +38.1% | +139.4% | -101.3% | -8.9% |
| 5Y | -23.6% | +47.2% | -70.8% | -38.7% |
| All | -23.6% | +47.5% | -71.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling