+32.8%
DIS vs ET
+96.2%
-63.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +0.1% | +6.9% | -6.7% | -2.6% |
| 3M | +7.1% | +13.1% | -6.0% | +1.5% |
| 6M | +4.3% | +18.7% | -14.5% | -3.9% |
| YTD | -6.9% | +37.4% | -44.4% | -20.1% |
| 1Y | -10.3% | +34.8% | -45.1% | -22.4% |
| 3Y | +32.8% | +96.8% | -64.0% | -0.2% |
| All | +32.8% | +96.2% | -63.4% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling