+1,664.5%
DIS vs FITB
+2,843.2%
-1,178.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | +10.3% | +7.0% | +3.3% | +8.5% |
| 3M | +15.5% | -4.4% | +19.9% | +16.7% |
| 6M | +11.2% | +11.6% | -0.3% | +7.9% |
| YTD | +5.6% | +18.6% | -13.0% | +0.7% |
| 1Y | +7.7% | +29.8% | -22.1% | +0.5% |
| 3Y | +39.3% | +140.7% | -101.4% | +11.2% |
| 5Y | -29.5% | +48.6% | -78.1% | -37.6% |
| 10Y | +36.3% | +224.4% | -188.1% | -3.2% |
| All | +1,664.5% | +2,843.2% | -1,178.8% | +473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling