-2.3%
DIS vs FND
+58.4%
-60.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.8% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +0.1% | -23.6% | +23.7% | +6.5% |
| 3M | +7.1% | +4.3% | +2.7% | +5.0% |
| 6M | +4.3% | -20.3% | +24.5% | +8.4% |
| YTD | -6.9% | -21.3% | +14.4% | -3.3% |
| 1Y | -10.3% | -45.4% | +35.1% | +1.1% |
| 3Y | +32.8% | -48.9% | +81.7% | +46.3% |
| 5Y | -41.5% | -61.0% | +19.6% | -34.5% |
| All | -2.3% | +58.4% | -60.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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