-7.3%
DIS vs EFA
+17.9%
-25.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -1.3% | -2.4% | +1.1% | 0.0% |
| 30D | +2.2% | -2.2% | +4.5% | +3.4% |
| 3M | +8.1% | +5.7% | +2.5% | +4.6% |
| 6M | +5.2% | +8.2% | -2.9% | +0.7% |
| YTD | -6.3% | +11.8% | -18.0% | -12.9% |
| 1Y | -7.3% | +18.3% | -25.6% | -15.9% |
| All | -7.3% | +17.9% | -25.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling