+1,458.7%
DIS vs VMC
+3,246.6%
-1,787.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.6% | -4.3% | +1.7% | -1.1% |
| 30D | +3.5% | -8.2% | +11.7% | +6.6% |
| 3M | +6.8% | -7.0% | +13.9% | +9.2% |
| 6M | +3.0% | -10.8% | +13.7% | +6.6% |
| YTD | -6.7% | -7.4% | +0.7% | -5.1% |
| 1Y | -10.1% | -9.5% | -0.6% | -7.8% |
| 3Y | +33.0% | +20.5% | +12.6% | +21.3% |
| 5Y | -40.0% | +51.6% | -91.6% | -49.9% |
| 10Y | +21.1% | +150.0% | -129.0% | -20.3% |
| All | +1,458.7% | +3,246.6% | -1,787.9% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling