+36.6%
DIS vs ED
+132.0%
-95.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +10.2% | +11.6% | -1.3% | +7.6% |
| 3M | +13.5% | +10.5% | +3.0% | +11.0% |
| 6M | +11.1% | +13.2% | -2.1% | +8.1% |
| YTD | +5.5% | +22.1% | -16.6% | +0.6% |
| 1Y | +9.1% | +24.2% | -15.0% | +3.6% |
| 3Y | +36.0% | +46.9% | -10.9% | +21.9% |
| 5Y | -29.8% | +80.8% | -110.6% | -40.8% |
| 10Y | +36.6% | +134.3% | -97.6% | +10.7% |
| All | +36.6% | +132.0% | -95.4% | +10.7% |
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