+1,635.0%
DIS vs ED
+2,522.9%
-887.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +5.7% | +5.2% | +0.5% | +3.9% |
| 30D | +12.7% | +15.5% | -2.8% | +7.3% |
| 3M | +15.2% | +13.0% | +2.2% | +10.4% |
| 6M | +17.6% | +13.1% | +4.4% | +12.4% |
| YTD | +3.8% | +25.3% | -21.5% | -4.4% |
| 1Y | +6.8% | +30.5% | -23.8% | -3.2% |
| 3Y | +42.1% | +49.3% | -7.2% | +20.7% |
| 5Y | -31.2% | +84.6% | -115.7% | -46.5% |
| 10Y | +37.6% | +135.4% | -97.8% | -6.8% |
| All | +1,635.0% | +2,522.9% | -887.9% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling