-41.5%
DIS vs VTR
+91.4%
-132.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | +0.1% | -3.7% | +3.9% | +1.3% |
| 3M | +7.1% | +13.5% | -6.5% | +2.7% |
| 6M | +4.3% | +7.2% | -2.9% | +1.5% |
| YTD | -6.9% | +17.6% | -24.5% | -12.1% |
| 1Y | -10.3% | +35.4% | -45.7% | -19.4% |
| 3Y | +32.8% | +132.8% | -100.0% | -3.7% |
| 5Y | -41.5% | +88.7% | -130.1% | -55.9% |
| All | -41.5% | +91.4% | -132.9% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling