+9.9%
DIS vs FND
+61.4%
-51.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.2% |
| 7D | +0.9% | -5.1% | +6.0% | +2.1% |
| 30D | +8.9% | +9.2% | -0.3% | +6.4% |
| 3M | +14.5% | -17.7% | +32.2% | +19.3% |
| 6M | +12.2% | +2.5% | +9.7% | +10.0% |
| YTD | +4.7% | -19.8% | +24.5% | +7.9% |
| 1Y | +2.8% | -22.7% | +25.5% | +6.7% |
| 3Y | +38.1% | -38.3% | +76.4% | +45.3% |
| 5Y | -23.6% | -63.0% | +39.4% | -13.7% |
| All | +9.9% | +61.4% | -51.5% | -5.5% |
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