-31.9%
DIS vs FTI
+776.4%
-808.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | +5.2% | -7.6% | +12.9% | +6.5% |
| 30D | +11.5% | -7.1% | +18.6% | +12.5% |
| 3M | +11.5% | -8.7% | +20.2% | +12.6% |
| 6M | +8.9% | -14.0% | +22.8% | +10.6% |
| YTD | +3.4% | +42.8% | -39.4% | -5.3% |
| 1Y | +7.2% | +50.4% | -43.2% | -2.9% |
| 3Y | +43.3% | +194.1% | -150.8% | +11.7% |
| All | -31.9% | +776.4% | -808.3% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling