-10.3%
DIS vs FTI
+102.0%
-112.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +0.1% | +12.3% | -12.2% | +1.3% |
| 3M | +7.1% | +13.8% | -6.7% | +8.4% |
| 6M | +4.3% | +24.3% | -20.0% | +4.3% |
| YTD | -6.9% | +75.8% | -82.7% | -7.3% |
| 1Y | -10.3% | +99.6% | -109.9% | -11.8% |
| All | -10.3% | +102.0% | -112.3% | -11.8% |
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