+31.9%
DIS vs ETN
+541.6%
-509.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | +1.9% | +3.6% | -1.7% | +0.5% |
| 30D | +9.2% | -13.4% | +22.6% | +14.1% |
| 3M | +13.5% | -21.9% | +35.4% | +22.6% |
| 6M | +14.3% | -12.8% | +27.1% | +15.4% |
| YTD | +5.4% | +12.1% | -6.7% | -6.7% |
| 1Y | +12.2% | +0.8% | +11.3% | +4.1% |
| 3Y | +37.2% | +64.5% | -27.3% | -7.2% |
| 5Y | -23.1% | +121.7% | -144.9% | -57.4% |
| All | +31.9% | +541.6% | -509.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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