-41.1%
DIS vs VMC
+52.7%
-93.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.6% | -4.3% | +1.7% | -0.8% |
| 30D | +3.5% | -8.2% | +11.7% | +7.2% |
| 3M | +6.8% | -7.0% | +13.9% | +9.6% |
| 6M | +3.0% | -10.8% | +13.7% | +7.3% |
| YTD | -6.7% | -7.4% | +0.7% | -5.1% |
| 1Y | -10.1% | -9.5% | -0.6% | -7.7% |
| 3Y | +33.0% | +20.5% | +12.6% | +15.1% |
| All | -41.1% | +52.7% | -93.7% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling