-29.8%
DIS vs VSXY
+125.0%
-154.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.0% | +1.3% |
| 7D | +5.3% | +15.2% | -9.9% | +3.2% |
| 30D | +10.2% | +37.0% | -26.7% | +5.3% |
| 3M | +13.5% | +15.2% | -1.7% | +10.7% |
| 6M | +11.1% | +136.3% | -125.2% | -4.5% |
| YTD | +5.5% | +109.6% | -104.1% | -8.5% |
| 1Y | +9.1% | +223.7% | -214.6% | -12.6% |
| 3Y | +36.0% | +516.3% | -480.3% | -11.3% |
| 5Y | -29.8% | +125.1% | -155.0% | -44.4% |
| All | -29.8% | +125.0% | -154.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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