+487.5%
DIS vs VTR
+1,498.3%
-1,010.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | +8.9% | +6.9% | +2.0% | +7.1% |
| 3M | +14.5% | +1.3% | +13.2% | +14.1% |
| 6M | +12.2% | +2.5% | +9.8% | +11.2% |
| YTD | +4.7% | +18.0% | -13.3% | +0.1% |
| 1Y | +2.8% | +19.5% | -16.6% | -2.0% |
| 3Y | +38.1% | +130.2% | -92.1% | +11.3% |
| 5Y | -23.6% | +93.8% | -117.5% | -36.4% |
| 10Y | +31.4% | +131.5% | -100.1% | -2.2% |
| All | +487.5% | +1,498.3% | -1,010.9% | +246.6% |
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