+38.5%
DIS vs ELF
+393.8%
-355.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +4.4% | +6.3% | -1.9% | +3.5% |
| 30D | +10.3% | +8.5% | +1.8% | +9.0% |
| 3M | +15.5% | +24.4% | -8.9% | +11.6% |
| 6M | +11.2% | +94.7% | -83.5% | -0.1% |
| YTD | +5.6% | +55.9% | -50.3% | -2.8% |
| 1Y | +7.7% | +48.4% | -40.7% | -0.2% |
| 3Y | +39.3% | +24.6% | +14.7% | +20.3% |
| 5Y | -29.5% | +285.0% | -314.5% | -52.8% |
| 10Y | +36.3% | +357.2% | -321.0% | -21.0% |
| All | +38.5% | +393.8% | -355.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling