+33.2%
DIS vs EFV
+90.2%
-57.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.7% |
| 30D | +3.2% | +0.6% | +2.6% | +2.8% |
| 3M | +7.0% | +7.5% | -0.5% | +1.9% |
| 6M | +6.4% | +13.0% | -6.6% | -2.0% |
| YTD | -5.6% | +18.3% | -23.9% | -15.9% |
| 1Y | -7.7% | +26.7% | -34.4% | -21.6% |
| 3Y | +33.2% | +89.6% | -56.4% | -12.8% |
| All | +33.2% | +90.2% | -57.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling