-10.0%
DIS vs VTR
+34.7%
-44.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.5% | -2.9% | -0.6% | -3.2% |
| 30D | +1.0% | -2.8% | +3.8% | +1.3% |
| 3M | +5.7% | +9.0% | -3.3% | +5.3% |
| 6M | +3.3% | +5.0% | -1.7% | +3.2% |
| YTD | -7.7% | +16.9% | -24.7% | -8.0% |
| 1Y | -10.0% | +34.3% | -44.2% | -11.4% |
| All | -10.0% | +34.7% | -44.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling