+22.3%
DIS vs ETR
+288.4%
-266.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.4% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | +1.0% | +2.0% | -1.1% | +0.2% |
| 3M | +5.7% | -1.7% | +7.4% | +6.1% |
| 6M | +3.3% | +3.6% | -0.3% | +1.2% |
| YTD | -7.7% | +18.0% | -25.8% | -13.8% |
| 1Y | -10.0% | +26.2% | -36.2% | -18.0% |
| 3Y | +31.7% | +148.0% | -116.3% | -8.4% |
| 5Y | -42.2% | +126.1% | -168.3% | -58.8% |
| 10Y | +22.3% | +302.3% | -279.9% | -19.9% |
| All | +22.3% | +288.4% | -266.1% | -19.9% |
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