+32.9%
DIS vs ET
+173.2%
-140.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | +10.3% | -3.0% | +13.3% | +11.1% |
| 3M | +15.6% | -4.7% | +20.3% | +17.0% |
| 6M | +15.1% | +2.7% | +12.5% | +13.6% |
| YTD | +6.0% | +26.5% | -20.6% | -2.8% |
| 1Y | +5.7% | +25.0% | -19.3% | -2.7% |
| 3Y | +39.8% | +85.4% | -45.6% | +12.8% |
| 5Y | -23.9% | +215.5% | -239.4% | -48.0% |
| 10Y | +32.9% | +161.3% | -128.4% | -14.4% |
| All | +32.9% | +173.2% | -140.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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