+31.0%
DIS vs ELF
+316.3%
-285.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.6% |
| 7D | +0.9% | +3.4% | -2.5% | +0.3% |
| 30D | +8.9% | +5.0% | +3.9% | +8.0% |
| 3M | +14.5% | +22.6% | -8.0% | +10.8% |
| 6M | +12.2% | +104.0% | -91.7% | +0.1% |
| YTD | +4.7% | +49.3% | -44.6% | -3.0% |
| 1Y | +2.8% | +46.0% | -43.2% | -4.6% |
| 3Y | +38.1% | +19.4% | +18.8% | +19.8% |
| 5Y | -23.6% | +262.0% | -285.6% | -48.6% |
| All | +31.0% | +316.3% | -285.3% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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