+22.3%
DIS vs EFX
+38.5%
-16.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.1% |
| 7D | -3.5% | -9.4% | +5.9% | -0.3% |
| 30D | +1.0% | -6.9% | +7.9% | +3.3% |
| 3M | +5.7% | +0.1% | +5.6% | +4.9% |
| 6M | +3.3% | -17.3% | +20.6% | +9.2% |
| YTD | -7.7% | -21.8% | +14.1% | -1.1% |
| 1Y | -10.0% | -32.5% | +22.6% | +1.3% |
| 3Y | +31.7% | -12.3% | +44.1% | +29.6% |
| 5Y | -42.2% | -36.6% | -5.6% | -37.8% |
| 10Y | +22.3% | +41.0% | -18.7% | -2.5% |
| All | +22.3% | +38.5% | -16.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling