+431.4%
DIS vs FTI
+1,731.3%
-1,300.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +4.4% | -3.3% | +7.7% | +5.2% |
| 30D | +10.3% | -7.2% | +17.5% | +12.1% |
| 3M | +15.5% | -12.9% | +28.4% | +19.0% |
| 6M | +11.2% | -7.9% | +19.1% | +12.0% |
| YTD | +5.6% | +45.2% | -39.6% | -6.3% |
| 1Y | +7.7% | +48.1% | -40.3% | -5.1% |
| 3Y | +39.3% | +205.0% | -165.7% | -1.7% |
| 5Y | -29.5% | +838.8% | -868.3% | -65.4% |
| 10Y | +36.3% | +174.8% | -138.5% | -20.4% |
| All | +431.4% | +1,731.3% | -1,300.0% | +26.1% |
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