+52.4%
DIS vs VLTO
+54.1%
-1.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +5.7% | +12.0% | -6.3% | +1.2% |
| 30D | +12.7% | +20.8% | -8.2% | +4.8% |
| 3M | +15.2% | +20.1% | -4.9% | +7.4% |
| 6M | +17.6% | +32.6% | -15.1% | +5.5% |
| YTD | +3.8% | +17.3% | -13.5% | -2.7% |
| 1Y | +6.8% | +17.3% | -10.5% | -0.1% |
| 3Y | +42.1% | +66.9% | -24.8% | +21.0% |
| All | +52.4% | +54.1% | -1.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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