+21.2%
DIS vs FTI
+304.2%
-283.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +0.1% | +12.3% | -12.2% | -2.4% |
| 3M | +7.1% | +13.8% | -6.7% | +3.7% |
| 6M | +4.3% | +24.3% | -20.0% | -1.4% |
| YTD | -6.9% | +75.8% | -82.7% | -18.5% |
| 1Y | -10.3% | +99.6% | -109.9% | -23.8% |
| 3Y | +32.8% | +278.4% | -245.6% | -3.9% |
| 5Y | -41.5% | +1,168.7% | -1,210.2% | -69.0% |
| 10Y | +21.2% | +297.5% | -276.3% | -35.2% |
| All | +21.2% | +304.2% | -283.1% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling