+38.0%
DIS vs VFC
+49.7%
-11.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | +10.3% | +30.7% | -20.4% | +5.0% |
| 3M | +15.6% | +40.6% | -25.1% | +8.4% |
| 6M | +15.1% | +16.5% | -1.3% | +11.0% |
| YTD | +6.0% | +16.2% | -10.2% | +1.9% |
| 1Y | +5.7% | +42.4% | -36.8% | -2.3% |
| All | +38.0% | +49.7% | -11.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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