+369.4%
DIS vs FTI
+2,165.1%
-1,795.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | +5.3% | -7.9% | -3.9% |
| 30D | +3.5% | +15.3% | -11.8% | -0.5% |
| 3M | +6.8% | +15.8% | -8.9% | +2.1% |
| 6M | +3.0% | +22.6% | -19.6% | -3.6% |
| YTD | -6.7% | +79.5% | -86.3% | -21.3% |
| 1Y | -10.1% | +102.0% | -112.1% | -26.8% |
| 3Y | +33.0% | +315.8% | -282.8% | -13.3% |
| 5Y | -40.0% | +1,129.5% | -1,169.5% | -72.6% |
| 10Y | +21.1% | +320.9% | -299.9% | -37.2% |
| All | +369.4% | +2,165.1% | -1,795.7% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling