+31.9%
DIS vs ELV
+268.6%
-236.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +1.9% | +1.0% | +0.9% | +1.6% |
| 30D | +9.2% | +0.4% | +8.8% | +9.0% |
| 3M | +13.5% | +8.4% | +5.1% | +11.3% |
| 6M | +14.3% | +8.4% | +5.9% | +11.5% |
| YTD | +5.4% | +24.4% | -19.0% | -1.3% |
| 1Y | +12.2% | +33.5% | -21.3% | +3.1% |
| 3Y | +37.2% | -2.1% | +39.3% | +33.1% |
| 5Y | -23.1% | +5.8% | -28.9% | -28.4% |
| All | +31.9% | +268.6% | -236.7% | -6.9% |
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