+1,458.7%
DIS vs VFC
+845.1%
+613.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.5% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | +3.5% | -11.6% | +15.1% | +7.5% |
| 3M | +6.8% | -18.1% | +24.9% | +12.4% |
| 6M | +3.0% | -27.4% | +30.3% | +12.0% |
| YTD | -6.7% | -24.8% | +18.1% | -0.2% |
| 1Y | -10.1% | -8.2% | -1.9% | -11.1% |
| 3Y | +33.0% | -29.1% | +62.2% | +23.7% |
| 5Y | -40.0% | -79.2% | +39.2% | -15.8% |
| 10Y | +21.1% | -68.1% | +89.2% | +38.1% |
| All | +1,458.7% | +845.1% | +613.6% | +525.0% |
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