+34.2%
DIS vs VST
+1,112.0%
-1,077.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.6% | -11.0% | -2.2% |
| 7D | +5.2% | -9.8% | +15.0% | +6.7% |
| 30D | +11.5% | -25.1% | +36.6% | +16.5% |
| 3M | +11.5% | -11.6% | +23.1% | +12.7% |
| 6M | +8.9% | -20.9% | +29.8% | +11.4% |
| YTD | +3.4% | -22.3% | +25.7% | +5.0% |
| 1Y | +7.2% | -32.0% | +39.2% | +11.6% |
| 3Y | +43.3% | +262.4% | -219.1% | -15.6% |
| 5Y | -31.4% | +563.4% | -594.8% | -67.4% |
| All | +34.2% | +1,112.0% | -1,077.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling