-22.5%
DIS vs VTEB
+2.5%
-25.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +1.9% | -1.2% | +3.1% | +2.9% |
| 30D | +9.2% | +2.5% | +6.7% | +7.1% |
| 3M | +13.5% | -1.7% | +15.2% | +15.4% |
| 6M | +14.3% | -1.2% | +15.5% | +15.7% |
| YTD | +5.4% | -0.5% | +5.9% | +6.2% |
| 1Y | +12.2% | -0.1% | +12.2% | +12.7% |
| 3Y | +37.2% | +10.5% | +26.7% | +25.2% |
| All | -22.5% | +2.5% | -25.0% | -36.5% |
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