+39.6%
DIS vs VST
+929.5%
-889.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.8% | +18.0% | +6.6% |
| 7D | +9.1% | -15.7% | +24.8% | +12.0% |
| 30D | +14.8% | -17.0% | +31.8% | +17.7% |
| 3M | +21.2% | -15.9% | +37.0% | +23.6% |
| 6M | +18.3% | -25.0% | +43.3% | +22.4% |
| YTD | +5.4% | -25.1% | +30.5% | +7.8% |
| 1Y | +8.3% | -34.9% | +43.1% | +13.7% |
| 3Y | +44.2% | +252.7% | -208.5% | -14.1% |
| 5Y | -28.0% | +582.3% | -610.3% | -65.8% |
| 10Y | +39.6% | +1,076.6% | -1,036.9% | -42.1% |
| All | +39.6% | +929.5% | -889.9% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling