+46.0%
DIS vs VST
+251.1%
-205.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.8% | +18.0% | +5.0% |
| 7D | +9.1% | -15.7% | +24.8% | +10.2% |
| 30D | +14.8% | -17.0% | +31.8% | +15.8% |
| 3M | +21.2% | -15.9% | +37.0% | +22.0% |
| 6M | +18.3% | -25.0% | +43.3% | +19.8% |
| YTD | +5.4% | -25.1% | +30.5% | +6.2% |
| 1Y | +8.3% | -34.9% | +43.1% | +10.4% |
| All | +46.0% | +251.1% | -205.1% | +45.8% |
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