+22.3%
DIS vs ELV
+257.3%
-235.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.5% |
| 7D | -3.5% | -2.2% | -1.3% | -3.0% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +5.7% | -6.1% | +11.8% | +6.8% |
| 6M | +3.3% | +42.8% | -39.6% | -5.9% |
| YTD | -7.7% | +14.4% | -22.1% | -11.7% |
| 1Y | -10.0% | +28.6% | -38.6% | -16.6% |
| 3Y | +31.7% | -7.4% | +39.1% | +29.3% |
| 5Y | -42.2% | +14.5% | -56.7% | -47.9% |
| 10Y | +22.3% | +257.4% | -235.1% | -12.7% |
| All | +22.3% | +257.3% | -235.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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