+36.3%
DIS vs FLR
+10.4%
+25.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +5.1% | -0.7% | +3.5% |
| 30D | +10.3% | -0.5% | +10.8% | +10.2% |
| 3M | +15.5% | -3.5% | +19.0% | +15.6% |
| 6M | +11.2% | +16.5% | -5.3% | +6.7% |
| YTD | +5.6% | +27.3% | -21.7% | -1.0% |
| 1Y | +7.7% | +10.6% | -2.9% | +3.5% |
| 3Y | +39.3% | +39.4% | -0.1% | +24.0% |
| 5Y | -29.5% | +126.4% | -155.9% | -43.4% |
| 10Y | +36.3% | +8.4% | +27.9% | +0.9% |
| All | +36.3% | +10.4% | +25.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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