-31.9%
DIS vs FITB
+44.6%
-76.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +5.2% | -1.5% | +6.8% | +5.9% |
| 30D | +11.5% | +5.8% | +5.6% | +8.8% |
| 3M | +11.5% | -6.1% | +17.6% | +14.2% |
| 6M | +8.9% | +5.9% | +2.9% | +5.5% |
| YTD | +3.4% | +16.1% | -12.7% | -4.3% |
| 1Y | +7.2% | +28.8% | -21.6% | -5.4% |
| 3Y | +43.3% | +126.0% | -82.7% | -3.1% |
| All | -31.9% | +44.6% | -76.5% | -45.1% |
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