-31.2%
DIS vs VST
+515.1%
-546.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -0.8% |
| 7D | +5.7% | -19.9% | +25.6% | +8.0% |
| 30D | +12.7% | -29.7% | +42.3% | +16.6% |
| 3M | +15.2% | -19.6% | +34.8% | +17.1% |
| 6M | +17.6% | -29.4% | +47.0% | +20.8% |
| YTD | +3.8% | -29.7% | +33.5% | +6.0% |
| 1Y | +6.8% | -40.0% | +46.8% | +11.2% |
| 3Y | +42.1% | +231.0% | -188.9% | -7.2% |
| 5Y | -31.2% | +500.1% | -531.2% | -62.3% |
| All | -31.2% | +515.1% | -546.2% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling