-41.5%
DIS vs EFX
-35.1%
-6.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.8% |
| 7D | -1.1% | -7.8% | +6.7% | +1.7% |
| 30D | +0.1% | -5.7% | +5.9% | +2.1% |
| 3M | +7.1% | +2.5% | +4.6% | +5.4% |
| 6M | +4.3% | -16.7% | +20.9% | +10.0% |
| YTD | -6.9% | -20.2% | +13.2% | -0.8% |
| 1Y | -10.3% | -31.4% | +21.1% | +0.7% |
| 3Y | +32.8% | -10.5% | +43.3% | +27.1% |
| 5Y | -41.5% | -35.2% | -6.3% | -38.7% |
| All | -41.5% | -35.1% | -6.4% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling