+37.2%
DIS vs ETR
+155.2%
-118.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | +1.2% | +0.7% | +1.7% |
| 30D | +9.2% | +7.0% | +2.1% | +8.0% |
| 3M | +13.5% | +4.6% | +8.9% | +12.7% |
| 6M | +14.3% | +0.1% | +14.2% | +14.2% |
| YTD | +5.4% | +23.2% | -17.8% | +0.3% |
| 1Y | +12.2% | +20.6% | -8.4% | +7.2% |
| 3Y | +37.2% | +156.3% | -119.1% | +11.4% |
| All | +37.2% | +155.2% | -118.0% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling