-29.5%
DIS vs VIVK
-100.0%
+70.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -22.8% | +22.8% | +0.2% |
| 7D | +4.4% | -56.0% | +60.4% | +4.8% |
| 30D | +10.3% | -92.3% | +102.6% | +11.9% |
| 3M | +15.5% | -98.6% | +114.2% | +18.6% |
| 6M | +11.2% | -99.9% | +111.2% | +16.6% |
| YTD | +5.6% | -100.0% | +105.5% | +9.7% |
| 1Y | +7.7% | -100.0% | +107.7% | +13.3% |
| 3Y | +39.3% | -100.0% | +139.3% | +45.5% |
| 5Y | -29.5% | -100.0% | +70.5% | -29.1% |
| All | -29.5% | -100.0% | +70.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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