+34.8%
DIS vs FTI
+295.6%
-260.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | +5.3% | -7.9% | -3.3% |
| 30D | +3.5% | +15.3% | -11.8% | +1.2% |
| 3M | +6.8% | +15.8% | -8.9% | +4.0% |
| 6M | +3.0% | +22.6% | -19.6% | -1.4% |
| YTD | -6.7% | +79.5% | -86.3% | -17.8% |
| 1Y | -10.1% | +102.0% | -112.1% | -23.1% |
| All | +34.8% | +295.6% | -260.8% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling