-23.9%
DIS vs ET
+216.9%
-240.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +1.8% | -1.2% | -0.1% |
| 30D | +10.3% | -3.0% | +13.3% | +11.4% |
| 3M | +15.6% | -4.7% | +20.3% | +17.4% |
| 6M | +15.1% | +2.7% | +12.5% | +12.9% |
| YTD | +6.0% | +26.5% | -20.6% | -6.4% |
| 1Y | +5.7% | +25.0% | -19.3% | -6.2% |
| 3Y | +39.8% | +85.4% | -45.6% | +1.7% |
| 5Y | -23.9% | +215.5% | -239.4% | -53.4% |
| All | -23.9% | +216.9% | -240.8% | -53.4% |
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