+8.3%
DIS vs FTI
+57.1%
-48.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.5% | +3.6% |
| 7D | +9.1% | -9.7% | +18.8% | +7.4% |
| 30D | +14.8% | -8.2% | +23.0% | +13.4% |
| 3M | +21.2% | -7.8% | +29.0% | +19.7% |
| 6M | +18.3% | -13.4% | +31.7% | +16.4% |
| YTD | +5.4% | +45.1% | -39.7% | +4.3% |
| 1Y | +8.3% | +54.6% | -46.3% | +5.1% |
| All | +8.3% | +57.1% | -48.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling