-22.5%
DIS vs FTV
+17.3%
-39.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +3.9% | -2.0% | -0.1% |
| 30D | +9.2% | +18.7% | -9.5% | -0.2% |
| 3M | +13.5% | +10.0% | +3.5% | +7.7% |
| 6M | +14.3% | +14.6% | -0.3% | +5.4% |
| YTD | +5.4% | +23.4% | -18.1% | -7.6% |
| 1Y | +12.2% | +31.3% | -19.1% | -5.3% |
| 3Y | +37.2% | +39.8% | -2.6% | +7.9% |
| All | -22.5% | +17.3% | -39.9% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling