-41.1%
DIS vs VIG
+63.1%
-104.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.2% |
| 7D | -2.6% | -0.4% | -2.1% | -2.1% |
| 30D | +3.5% | -1.0% | +4.5% | +4.7% |
| 3M | +6.8% | +2.8% | +4.1% | +3.4% |
| 6M | +3.0% | +8.2% | -5.2% | -6.2% |
| YTD | -6.7% | +11.0% | -17.7% | -17.6% |
| 1Y | -10.1% | +16.1% | -26.2% | -24.8% |
| 3Y | +33.0% | +56.2% | -23.1% | -22.4% |
| All | -41.1% | +63.1% | -104.2% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling