-31.9%
DIS vs VMC
+42.5%
-74.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +11.5% | +15.8% | -4.4% | +4.6% |
| 3M | +11.5% | +0.6% | +11.0% | +11.0% |
| 6M | +8.9% | -4.0% | +12.9% | +9.9% |
| YTD | +3.4% | -0.3% | +3.7% | +1.8% |
| 1Y | +7.2% | -0.5% | +7.7% | +5.7% |
| 3Y | +43.3% | +39.6% | +3.8% | +14.6% |
| All | -31.9% | +42.5% | -74.4% | -48.7% |
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