+1,664.5%
DIS vs VFC
+1,367.6%
+296.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +4.4% | +3.5% | +0.9% | +3.3% |
| 30D | +10.3% | +38.3% | -27.9% | -0.5% |
| 3M | +15.5% | +40.2% | -24.6% | +3.5% |
| 6M | +11.2% | +10.6% | +0.6% | +6.0% |
| YTD | +5.6% | +16.7% | -11.2% | -2.0% |
| 1Y | +7.7% | +45.0% | -37.2% | -7.1% |
| 3Y | +39.3% | +48.8% | -9.5% | +3.2% |
| 5Y | -29.5% | -67.6% | +38.1% | -14.1% |
| 10Y | +36.3% | -47.5% | +83.8% | +32.3% |
| All | +1,664.5% | +1,367.6% | +296.9% | +514.0% |
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