+37.2%
DIS vs FND
-39.5%
+76.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +1.9% | -6.8% | +8.7% | +3.4% |
| 30D | +9.2% | +8.0% | +1.2% | +7.2% |
| 3M | +13.5% | -18.9% | +32.5% | +18.2% |
| 6M | +14.3% | +4.7% | +9.6% | +11.6% |
| YTD | +5.4% | -21.6% | +27.0% | +8.8% |
| 1Y | +12.2% | -22.0% | +34.2% | +15.8% |
| 3Y | +37.2% | -40.4% | +77.6% | +37.8% |
| All | +37.2% | -39.5% | +76.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling