-29.8%
DIS vs EEM
+33.5%
-63.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.8% | +0.6% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +10.2% | -8.6% | +18.9% | +15.2% |
| 3M | +13.5% | -7.0% | +20.6% | +17.0% |
| 6M | +11.1% | -9.7% | +20.8% | +14.9% |
| YTD | +5.5% | +12.1% | -6.6% | -6.3% |
| 1Y | +9.1% | +14.1% | -4.9% | -4.2% |
| 3Y | +36.0% | +72.1% | -36.1% | -14.4% |
| 5Y | -29.8% | +34.1% | -63.9% | -48.5% |
| All | -29.8% | +33.5% | -63.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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