+420.4%
DIS vs FTI
+1,702.1%
-1,281.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.2% |
| 7D | +5.2% | -7.6% | +12.9% | +7.3% |
| 30D | +11.5% | -7.1% | +18.6% | +13.2% |
| 3M | +11.5% | -8.7% | +20.2% | +13.3% |
| 6M | +8.9% | -14.0% | +22.8% | +11.6% |
| YTD | +3.4% | +42.8% | -39.4% | -7.9% |
| 1Y | +7.2% | +50.4% | -43.2% | -6.0% |
| 3Y | +43.3% | +194.1% | -150.8% | +2.1% |
| 5Y | -31.4% | +775.2% | -806.7% | -65.7% |
| 10Y | +37.1% | +189.2% | -152.1% | -21.3% |
| All | +420.4% | +1,702.1% | -1,281.7% | +24.0% |
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