-41.5%
DIS vs ET
+235.7%
-277.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +7.1% | +13.1% | -6.0% | +1.4% |
| 6M | +4.3% | +18.7% | -14.5% | -3.9% |
| YTD | -6.9% | +37.4% | -44.4% | -19.8% |
| 1Y | -10.3% | +34.8% | -45.1% | -22.2% |
| 3Y | +32.8% | +96.8% | -64.0% | -3.4% |
| 5Y | -41.5% | +238.2% | -279.7% | -64.4% |
| All | -41.5% | +235.7% | -277.2% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling