+36.3%
DIS vs EFX
+69.3%
-33.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +10.3% | +29.1% | -18.8% | +0.5% |
| 3M | +15.5% | +4.3% | +11.3% | +13.1% |
| 6M | +11.2% | +7.7% | +3.5% | +6.9% |
| YTD | +5.6% | -12.5% | +18.0% | +8.3% |
| 1Y | +7.7% | -8.8% | +16.6% | +8.9% |
| 3Y | +39.3% | +4.3% | +34.9% | +28.3% |
| 5Y | -29.5% | -29.4% | -0.1% | -27.1% |
| 10Y | +36.3% | +78.1% | -41.9% | +2.0% |
| All | +36.3% | +69.3% | -33.1% | +2.0% |
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