+36.0%
DIS vs FTV
+37.0%
-1.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.9% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +10.2% | +17.2% | -6.9% | +3.2% |
| 3M | +13.5% | +8.9% | +4.7% | +9.5% |
| 6M | +11.1% | +11.3% | -0.2% | +5.6% |
| YTD | +5.5% | +21.9% | -16.4% | -4.7% |
| 1Y | +9.1% | +31.6% | -22.4% | -5.3% |
| 3Y | +36.0% | +38.1% | -2.1% | +14.7% |
| All | +36.0% | +37.0% | -1.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling