+32.9%
DIS vs ED
+141.1%
-108.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +10.3% | +11.2% | -0.9% | +7.7% |
| 3M | +15.6% | +11.8% | +3.8% | +12.7% |
| 6M | +15.1% | +14.1% | +1.0% | +11.8% |
| YTD | +6.0% | +23.0% | -17.0% | +0.9% |
| 1Y | +5.7% | +23.7% | -18.0% | +0.4% |
| 3Y | +39.8% | +47.7% | -7.9% | +25.1% |
| 5Y | -23.9% | +82.6% | -106.5% | -36.0% |
| 10Y | +32.9% | +141.8% | -108.8% | +7.0% |
| All | +32.9% | +141.1% | -108.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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