-31.9%
DIS vs VO
+32.6%
-64.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +5.2% | -2.6% | +7.8% | +7.9% |
| 30D | +11.5% | -0.9% | +12.4% | +12.4% |
| 3M | +11.5% | -3.0% | +14.5% | +14.7% |
| 6M | +8.9% | +2.2% | +6.7% | +5.9% |
| YTD | +3.4% | +10.6% | -7.2% | -7.2% |
| 1Y | +7.2% | +12.5% | -5.3% | -5.5% |
| 3Y | +43.3% | +61.4% | -18.1% | -13.5% |
| All | -31.9% | +32.6% | -64.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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