-41.3%
DIS vs ELV
+15.8%
-57.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.5% |
| 7D | -2.6% | +3.3% | -5.9% | -3.0% |
| 30D | +3.5% | +4.2% | -0.7% | +2.9% |
| 3M | +6.8% | -0.1% | +6.9% | +6.6% |
| 6M | +3.0% | +41.3% | -38.3% | -2.1% |
| YTD | -6.7% | +17.4% | -24.2% | -9.4% |
| 1Y | -10.1% | +35.1% | -45.1% | -14.5% |
| 3Y | +33.0% | -3.2% | +36.3% | +30.7% |
| All | -41.3% | +15.8% | -57.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling