+43.9%
DIS vs VST
+229.5%
-185.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -1.1% |
| 7D | +5.7% | -19.9% | +25.6% | +7.1% |
| 30D | +12.7% | -29.7% | +42.3% | +15.0% |
| 3M | +15.2% | -19.6% | +34.8% | +16.3% |
| 6M | +17.6% | -29.4% | +47.0% | +19.5% |
| YTD | +3.8% | -29.7% | +33.5% | +5.1% |
| 1Y | +6.8% | -40.0% | +46.8% | +9.6% |
| All | +43.9% | +229.5% | -185.6% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling