-41.1%
DIS vs EFV
+96.9%
-138.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -2.6% | +1.5% | -4.1% | -3.8% |
| 30D | +3.5% | +1.7% | +1.7% | +2.0% |
| 3M | +6.8% | +8.6% | -1.8% | -0.6% |
| 6M | +3.0% | +11.7% | -8.7% | -6.5% |
| YTD | -6.7% | +19.3% | -26.0% | -20.3% |
| 1Y | -10.1% | +30.2% | -40.3% | -28.9% |
| 3Y | +33.0% | +91.6% | -58.5% | -27.4% |
| All | -41.1% | +96.9% | -138.0% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling