+1,458.7%
DIS vs FITB
+2,855.6%
-1,396.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +3.5% | -4.7% | +8.2% | +4.7% |
| 3M | +6.8% | +6.7% | +0.1% | +5.0% |
| 6M | +3.0% | +12.6% | -9.6% | -0.3% |
| YTD | -6.7% | +19.1% | -25.8% | -11.1% |
| 1Y | -10.1% | +22.6% | -32.7% | -15.0% |
| 3Y | +33.0% | +127.1% | -94.1% | +7.5% |
| 5Y | -40.0% | +71.8% | -111.8% | -48.7% |
| 10Y | +21.1% | +287.2% | -266.1% | -17.2% |
| All | +1,458.7% | +2,855.6% | -1,396.9% | +406.2% |
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