+7.7%
DIS vs ETR
+17.8%
-10.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +4.4% | +2.6% | +1.8% | +4.4% |
| 30D | +10.3% | +8.7% | +1.7% | +10.7% |
| 3M | +15.5% | +6.4% | +9.2% | +15.8% |
| 6M | +11.2% | +0.7% | +10.5% | +11.4% |
| YTD | +5.6% | +23.0% | -17.5% | +3.5% |
| 1Y | +7.7% | +17.9% | -10.2% | +5.9% |
| All | +7.7% | +17.8% | -10.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling