+12.2%
DIS vs FTI
+54.7%
-42.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.9% |
| 7D | +1.9% | +4.3% | -2.4% | +2.6% |
| 30D | +9.2% | -4.7% | +13.8% | +8.5% |
| 3M | +13.5% | -13.5% | +27.0% | +11.4% |
| 6M | +14.3% | -8.7% | +23.0% | +13.3% |
| YTD | +5.4% | +49.0% | -43.6% | +3.8% |
| 1Y | +12.2% | +54.0% | -41.9% | +9.4% |
| All | +12.2% | +54.7% | -42.5% | +9.4% |
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