+21.2%
DIS vs FTV
+77.3%
-56.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +0.1% | -8.3% | +8.5% | +4.6% |
| 3M | +7.1% | -7.4% | +14.5% | +10.7% |
| 6M | +4.3% | -1.2% | +5.5% | +3.9% |
| YTD | -6.9% | +2.7% | -9.6% | -9.7% |
| 1Y | -10.3% | +18.4% | -28.8% | -19.6% |
| 3Y | +32.8% | -2.0% | +34.9% | +29.4% |
| 5Y | -41.5% | +3.4% | -44.9% | -45.5% |
| 10Y | +21.2% | +78.5% | -57.3% | -9.0% |
| All | +21.2% | +77.3% | -56.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling