+492.3%
DIS vs VTR
+1,510.6%
-1,018.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +4.4% | +3.8% | +0.6% | +3.5% |
| 30D | +10.3% | +10.1% | +0.2% | +7.8% |
| 3M | +15.5% | -1.2% | +16.7% | +15.7% |
| 6M | +11.2% | +4.8% | +6.4% | +9.6% |
| YTD | +5.6% | +18.9% | -13.3% | +0.8% |
| 1Y | +7.7% | +21.8% | -14.1% | +2.2% |
| 3Y | +39.3% | +132.0% | -92.7% | +12.1% |
| 5Y | -29.5% | +94.7% | -124.2% | -41.4% |
| 10Y | +36.3% | +136.8% | -100.6% | +0.9% |
| All | +492.3% | +1,510.6% | -1,018.3% | +248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling