+17.9%
DIS vs FTV
+90.8%
-72.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.2% |
| 7D | -2.6% | -4.5% | +1.9% | -0.3% |
| 30D | +3.5% | -7.1% | +10.5% | +7.3% |
| 3M | +6.8% | -7.2% | +14.0% | +10.3% |
| 6M | +3.0% | -1.5% | +4.5% | +2.8% |
| YTD | -6.7% | +3.5% | -10.2% | -9.8% |
| 1Y | -10.1% | +20.3% | -30.4% | -20.0% |
| 3Y | +33.0% | -3.1% | +36.2% | +30.5% |
| 5Y | -40.0% | +2.3% | -42.3% | -43.8% |
| 10Y | +21.1% | +76.3% | -55.3% | -10.0% |
| All | +17.9% | +90.8% | -72.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling