+34.7%
DIS vs VST
+996.4%
-961.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -0.4% |
| 7D | +5.7% | -19.9% | +25.6% | +9.5% |
| 30D | +12.7% | -29.7% | +42.3% | +19.2% |
| 3M | +15.2% | -19.6% | +34.8% | +18.5% |
| 6M | +17.6% | -29.4% | +47.0% | +22.9% |
| YTD | +3.8% | -29.7% | +33.5% | +7.4% |
| 1Y | +6.8% | -40.0% | +46.8% | +13.9% |
| 3Y | +42.1% | +231.0% | -188.9% | -15.0% |
| 5Y | -31.2% | +500.1% | -531.2% | -66.6% |
| All | +34.7% | +996.4% | -961.6% | -45.4% |
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