-38.6%
DIS vs VSXY
+37.4%
-76.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -2.6% | -14.0% | +11.4% | -0.8% |
| 30D | +3.5% | -15.9% | +19.4% | +5.6% |
| 3M | +6.8% | +3.4% | +3.4% | +5.9% |
| 6M | +3.0% | +25.9% | -22.9% | -2.5% |
| YTD | -6.7% | +39.5% | -46.2% | -13.4% |
| 1Y | -10.1% | +194.4% | -204.4% | -26.3% |
| 3Y | +33.0% | +281.4% | -248.4% | -2.8% |
| 5Y | -40.0% | +12.8% | -52.8% | -50.3% |
| All | -38.6% | +37.4% | -76.0% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling