+36.3%
DIS vs ETR
+369.0%
-332.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +4.4% | +2.6% | +1.8% | +3.5% |
| 30D | +10.3% | +8.7% | +1.7% | +7.3% |
| 3M | +15.5% | +6.4% | +9.2% | +13.0% |
| 6M | +11.2% | +0.7% | +10.5% | +10.6% |
| YTD | +5.6% | +23.0% | -17.5% | -2.8% |
| 1Y | +7.7% | +17.9% | -10.2% | +0.6% |
| 3Y | +39.3% | +154.9% | -115.6% | -4.3% |
| 5Y | -29.5% | +157.3% | -186.8% | -52.4% |
| 10Y | +36.3% | +373.4% | -337.1% | -13.2% |
| All | +36.3% | +369.0% | -332.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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