+2.8%
DIS vs VMC
-4.3%
+7.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +0.9% | -1.7% | +2.5% | +1.4% |
| 30D | +8.9% | +15.3% | -6.4% | +4.0% |
| 3M | +14.5% | +0.3% | +14.2% | +14.3% |
| 6M | +12.2% | +0.9% | +11.3% | +11.1% |
| YTD | +4.7% | -1.0% | +5.7% | +0.7% |
| 1Y | +2.8% | -4.3% | +7.2% | +1.6% |
| All | +2.8% | -4.3% | +7.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling