+36.3%
DIS vs FIVE
+562.8%
-526.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | +7.3% | -2.9% | +2.5% |
| 30D | +10.3% | +18.1% | -7.7% | +5.7% |
| 3M | +15.5% | +7.7% | +7.8% | +13.0% |
| 6M | +11.2% | +13.6% | -2.4% | +6.6% |
| YTD | +5.6% | +34.6% | -29.0% | -3.7% |
| 1Y | +7.7% | +66.2% | -58.5% | -7.0% |
| 3Y | +39.3% | +43.5% | -4.2% | +16.6% |
| 5Y | -29.5% | +20.7% | -50.2% | -40.3% |
| 10Y | +36.3% | +541.5% | -505.2% | -16.8% |
| All | +36.3% | +562.8% | -526.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling