-10.0%
DIS vs EFV
+27.3%
-37.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +5.7% | +8.4% | -2.7% | +0.5% |
| 6M | +3.3% | +12.3% | -9.1% | -3.5% |
| YTD | -7.7% | +17.4% | -25.1% | -17.0% |
| 1Y | -10.0% | +27.1% | -37.1% | -22.9% |
| All | -10.0% | +27.3% | -37.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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