+1,628.0%
DIS vs VFC
+1,340.0%
+288.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +5.2% | +11.2% | -6.0% | +1.8% |
| 30D | +11.5% | +41.5% | -30.1% | -0.2% |
| 3M | +11.5% | +38.9% | -27.4% | +0.2% |
| 6M | +8.9% | +6.1% | +2.7% | +5.1% |
| YTD | +3.4% | +14.5% | -11.1% | -3.4% |
| 1Y | +7.2% | +46.0% | -38.8% | -7.8% |
| 3Y | +43.3% | +36.4% | +6.9% | +9.4% |
| 5Y | -31.4% | -67.5% | +36.1% | -16.5% |
| 10Y | +37.1% | -45.8% | +82.9% | +31.6% |
| All | +1,628.0% | +1,340.0% | +288.0% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling