+34.2%
DIS vs FN
+753.0%
-718.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -1.9% |
| 7D | +5.2% | 0.0% | +5.3% | +4.8% |
| 30D | +11.5% | -34.3% | +45.8% | +17.0% |
| 3M | +11.5% | -39.9% | +51.4% | +17.5% |
| 6M | +8.9% | -51.8% | +60.7% | +16.8% |
| YTD | +3.4% | -28.1% | +31.6% | +1.4% |
| 1Y | +7.2% | -29.1% | +36.3% | +4.9% |
| 3Y | +43.3% | +102.4% | -59.1% | +5.7% |
| 5Y | -31.4% | +171.7% | -203.1% | -54.8% |
| All | +34.2% | +753.0% | -718.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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