+428.1%
DIS vs EFA
+394.8%
+33.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +0.6% | -3.2% | -3.1% |
| 30D | +3.5% | +0.9% | +2.6% | +2.7% |
| 3M | +6.8% | +4.9% | +1.9% | +2.1% |
| 6M | +3.0% | +8.6% | -5.6% | -4.8% |
| YTD | -6.7% | +14.6% | -21.3% | -18.0% |
| 1Y | -10.1% | +22.6% | -32.7% | -25.5% |
| 3Y | +33.0% | +66.5% | -33.5% | -16.7% |
| 5Y | -40.0% | +54.5% | -94.5% | -59.6% |
| 10Y | +21.1% | +144.8% | -123.7% | -45.3% |
| All | +428.1% | +394.8% | +33.3% | +1.3% |
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