+425.0%
DIS vs EFV
+258.8%
+166.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -2.6% | +1.5% | -4.1% | -3.7% |
| 30D | +3.5% | +1.7% | +1.7% | +2.1% |
| 3M | +6.8% | +8.6% | -1.8% | -0.2% |
| 6M | +3.0% | +11.7% | -8.7% | -6.1% |
| YTD | -6.7% | +19.3% | -26.0% | -19.5% |
| 1Y | -10.1% | +30.2% | -40.3% | -27.7% |
| 3Y | +33.0% | +91.6% | -58.5% | -22.5% |
| 5Y | -40.0% | +96.4% | -136.4% | -65.6% |
| 10Y | +21.1% | +166.5% | -145.4% | -45.7% |
| All | +425.0% | +258.8% | +166.2% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling