+497.8%
DIS vs EFA
+376.6%
+121.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.6% |
| 7D | +4.4% | +1.2% | +3.2% | +3.3% |
| 30D | +10.3% | +0.9% | +9.4% | +9.4% |
| 3M | +15.5% | -3.4% | +18.9% | +18.9% |
| 6M | +11.2% | +2.0% | +9.2% | +8.8% |
| YTD | +5.6% | +10.4% | -4.8% | -4.1% |
| 1Y | +7.7% | +13.3% | -5.5% | -4.3% |
| 3Y | +39.3% | +65.9% | -26.6% | -12.6% |
| 5Y | -29.5% | +51.5% | -81.0% | -51.8% |
| 10Y | +36.3% | +144.1% | -107.9% | -38.2% |
| All | +497.8% | +376.6% | +121.2% | +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