+33.8%
DIS vs VST
+372.0%
-338.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.0% |
| 7D | -2.6% | +8.9% | -11.5% | -3.2% |
| 30D | +3.5% | +6.2% | -2.7% | +3.0% |
| 3M | +6.8% | -2.7% | +9.5% | +6.7% |
| 6M | +3.0% | -8.4% | +11.3% | +3.1% |
| YTD | -6.7% | -7.2% | +0.5% | -6.9% |
| 1Y | -10.1% | -20.9% | +10.8% | -9.4% |
| All | +33.8% | +372.0% | -338.2% | +16.5% |
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