+1,628.0%
DIS vs ETR
+4,550.2%
-2,922.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +11.5% | +7.5% | +3.9% | +8.8% |
| 3M | +11.5% | +4.4% | +7.1% | +9.8% |
| 6M | +8.9% | -1.5% | +10.4% | +9.1% |
| YTD | +3.4% | +21.8% | -18.4% | -4.0% |
| 1Y | +7.2% | +18.4% | -11.2% | +0.4% |
| 3Y | +43.3% | +148.5% | -105.2% | +2.9% |
| 5Y | -31.4% | +152.6% | -184.1% | -51.6% |
| 10Y | +37.1% | +354.5% | -317.4% | -22.1% |
| All | +1,628.0% | +4,550.2% | -2,922.2% | +446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling