+485.5%
DIS vs EFA
+365.3%
+120.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | +5.2% | -1.4% | +6.7% | +6.6% |
| 30D | +11.5% | -1.2% | +12.6% | +12.6% |
| 3M | +11.5% | -5.1% | +16.6% | +16.6% |
| 6M | +8.9% | -1.2% | +10.1% | +9.5% |
| YTD | +3.4% | +7.8% | -4.4% | -4.1% |
| 1Y | +7.2% | +12.2% | -5.0% | -4.0% |
| 3Y | +43.3% | +61.5% | -18.2% | -7.9% |
| 5Y | -31.4% | +45.8% | -77.2% | -51.5% |
| 10Y | +37.1% | +141.8% | -104.8% | -37.3% |
| All | +485.5% | +365.3% | +120.2% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling