+23.6%
DIS vs VST
+1,175.7%
-1,152.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.4% |
| 7D | -2.6% | +8.9% | -11.5% | -4.2% |
| 30D | +3.5% | +6.2% | -2.7% | +2.3% |
| 3M | +6.8% | -2.7% | +9.5% | +6.7% |
| 6M | +3.0% | -8.4% | +11.3% | +3.2% |
| YTD | -6.7% | -7.2% | +0.5% | -7.3% |
| 1Y | -10.1% | -20.9% | +10.8% | -8.6% |
| 3Y | +33.0% | +384.0% | -350.9% | -25.6% |
| 5Y | -40.0% | +757.1% | -797.1% | -72.5% |
| All | +23.6% | +1,175.7% | -1,152.1% | -50.1% |
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