-41.6%
DIS vs VTEB
+1.5%
-43.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -3.5% | -0.7% | -2.8% | -2.9% |
| 30D | +1.0% | -2.1% | +3.0% | +2.8% |
| 3M | +5.7% | -2.7% | +8.3% | +8.2% |
| 6M | +3.3% | -2.1% | +5.4% | +5.2% |
| YTD | -7.7% | -1.1% | -6.6% | -6.7% |
| 1Y | -10.0% | +1.3% | -11.3% | -10.5% |
| 3Y | +31.7% | +9.0% | +22.7% | +21.6% |
| All | -41.6% | +1.5% | -43.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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