+22.3%
DIS vs EFA
+141.5%
-119.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.2% |
| 7D | -3.5% | -0.5% | -3.1% | -3.1% |
| 30D | +1.0% | -1.3% | +2.3% | +2.2% |
| 3M | +5.7% | +5.2% | +0.5% | +0.5% |
| 6M | +3.3% | +9.4% | -6.1% | -5.7% |
| YTD | -7.7% | +12.7% | -20.4% | -18.4% |
| 1Y | -10.0% | +19.3% | -29.2% | -24.6% |
| 3Y | +31.7% | +66.3% | -34.6% | -21.6% |
| 5Y | -42.2% | +53.4% | -95.6% | -62.7% |
| 10Y | +22.3% | +144.4% | -122.1% | -45.1% |
| All | +22.3% | +141.5% | -119.1% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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