-41.5%
DIS vs VIVK
-100.0%
+58.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.3% |
| 7D | -1.1% | +13.1% | -14.1% | -1.2% |
| 30D | +0.1% | -29.7% | +29.8% | +0.3% |
| 3M | +7.1% | -93.0% | +100.0% | +8.4% |
| 6M | +4.3% | -98.0% | +102.2% | +6.0% |
| YTD | -6.9% | -97.8% | +90.8% | -5.8% |
| 1Y | -10.3% | -100.0% | +89.7% | -8.2% |
| 3Y | +32.8% | -100.0% | +132.8% | +34.8% |
| 5Y | -41.5% | -100.0% | +58.5% | -41.1% |
| All | -41.5% | -100.0% | +58.5% | -41.1% |
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