+492.0%
DIS vs VNQ
+392.5%
+99.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | -2.6% | -1.3% | -1.3% | -1.9% |
| 30D | +3.5% | -2.9% | +6.4% | +5.2% |
| 3M | +6.8% | +0.8% | +6.0% | +6.4% |
| 6M | +3.0% | +2.5% | +0.5% | +1.6% |
| YTD | -6.7% | +10.6% | -17.4% | -11.6% |
| 1Y | -10.1% | +9.1% | -19.2% | -14.2% |
| 3Y | +33.0% | +31.0% | +2.0% | +14.2% |
| 5Y | -40.0% | +4.9% | -44.9% | -42.0% |
| 10Y | +21.1% | +59.5% | -38.4% | -7.0% |
| All | +492.0% | +392.5% | +99.5% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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