+37.2%
DIS vs EFX
+4.8%
+32.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +9.2% | +25.1% | -16.0% | +2.4% |
| 3M | +13.5% | +1.7% | +11.9% | +12.6% |
| 6M | +14.3% | +18.4% | -4.1% | +8.2% |
| YTD | +5.4% | -12.5% | +17.9% | +7.7% |
| 1Y | +12.2% | -8.1% | +20.2% | +13.0% |
| 3Y | +37.2% | +4.8% | +32.4% | +27.0% |
| All | +37.2% | +4.8% | +32.3% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling