+43.9%
DIS vs FN
+80.0%
-36.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.8% | -1.1% |
| 7D | +5.7% | -16.0% | +21.7% | +6.1% |
| 30D | +12.7% | -40.1% | +52.8% | +14.3% |
| 3M | +15.2% | -43.9% | +59.1% | +16.9% |
| 6M | +17.6% | -55.6% | +73.2% | +20.3% |
| YTD | +3.8% | -35.7% | +39.5% | +2.5% |
| 1Y | +6.8% | -39.8% | +46.6% | +5.8% |
| All | +43.9% | +80.0% | -36.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling