+33.8%
DIS vs ELF
-19.9%
+53.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -2.6% | +5.4% | -7.9% | -3.1% |
| 30D | +3.5% | +27.0% | -23.5% | +0.9% |
| 3M | +6.8% | +113.2% | -106.4% | -1.6% |
| 6M | +3.0% | +36.6% | -33.6% | -1.0% |
| YTD | -6.7% | +44.2% | -51.0% | -11.1% |
| 1Y | -10.1% | -18.0% | +7.9% | -10.5% |
| All | +33.8% | -19.9% | +53.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling