-23.9%
DIS vs EMB
+8.4%
-32.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -0.4% | +1.0% | +1.1% |
| 30D | +10.3% | +1.5% | +8.8% | +8.5% |
| 3M | +15.6% | -1.6% | +17.1% | +17.7% |
| 6M | +15.1% | -1.5% | +16.6% | +17.2% |
| YTD | +6.0% | -0.1% | +6.0% | +6.3% |
| 1Y | +5.7% | +0.5% | +5.2% | +5.3% |
| 3Y | +39.8% | +30.2% | +9.6% | +5.5% |
| 5Y | -23.9% | +8.6% | -32.4% | -36.5% |
| All | -23.9% | +8.4% | -32.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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