+429.3%
DIS vs ET
+1,435.0%
-1,005.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | +3.5% | +7.5% | -4.0% | +1.6% |
| 3M | +6.8% | +11.4% | -4.6% | +3.8% |
| 6M | +3.0% | +18.5% | -15.5% | -1.7% |
| YTD | -6.7% | +37.4% | -44.1% | -14.3% |
| 1Y | -10.1% | +30.9% | -41.0% | -16.4% |
| 3Y | +33.0% | +98.7% | -65.7% | +11.2% |
| 5Y | -40.0% | +230.7% | -270.7% | -55.9% |
| 10Y | +21.1% | +175.6% | -154.5% | -14.5% |
| All | +429.3% | +1,435.0% | -1,005.7% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling