+22.3%
DIS vs EME
+1,266.0%
-1,243.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -3.5% | +2.7% | -6.2% | -4.4% |
| 30D | +1.0% | -6.8% | +7.8% | +2.9% |
| 3M | +5.7% | -8.8% | +14.5% | +6.9% |
| 6M | +3.3% | +5.0% | -1.7% | -1.1% |
| YTD | -7.7% | +23.5% | -31.2% | -17.3% |
| 1Y | -10.0% | +21.3% | -31.3% | -20.4% |
| 3Y | +31.7% | +241.1% | -209.3% | -28.7% |
| 5Y | -42.2% | +549.2% | -591.4% | -77.1% |
| 10Y | +22.3% | +1,306.4% | -1,284.1% | -65.2% |
| All | +22.3% | +1,266.0% | -1,243.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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