+20.8%
DIS vs VTEB
+26.7%
-5.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | +3.5% | -1.3% | +4.8% | +4.4% |
| 3M | +6.8% | -2.1% | +9.0% | +8.3% |
| 6M | +3.0% | -1.7% | +4.7% | +4.2% |
| YTD | -6.7% | -0.6% | -6.2% | -6.3% |
| 1Y | -10.1% | +3.1% | -13.2% | -11.6% |
| 3Y | +33.0% | +9.2% | +23.8% | +25.8% |
| 5Y | -40.0% | +2.2% | -42.1% | -41.2% |
| 10Y | +21.1% | +18.8% | +2.3% | +34.4% |
| All | +20.8% | +26.7% | -5.8% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling