+10.8%
DIS vs FND
+76.3%
-65.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +1.1% |
| 7D | +5.3% | +8.5% | -3.2% | +3.2% |
| 30D | +10.2% | +17.2% | -7.0% | +6.0% |
| 3M | +13.5% | -14.9% | +28.5% | +17.3% |
| 6M | +11.1% | +3.1% | +8.0% | +8.8% |
| YTD | +5.5% | -12.4% | +17.9% | +6.5% |
| 1Y | +9.1% | -10.0% | +19.1% | +9.3% |
| 3Y | +36.0% | -31.3% | +67.3% | +39.5% |
| 5Y | -29.8% | -60.3% | +30.5% | -22.1% |
| All | +10.8% | +76.3% | -65.5% | -6.7% |
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