+423.3%
DIS vs VTR
+1,499.7%
-1,076.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -2.6% | -1.7% | -0.9% | -2.2% |
| 30D | +3.5% | -2.4% | +5.9% | +4.1% |
| 3M | +6.8% | +14.8% | -8.0% | +3.1% |
| 6M | +3.0% | +5.3% | -2.4% | +1.3% |
| YTD | -6.7% | +18.1% | -24.8% | -10.8% |
| 1Y | -10.1% | +36.7% | -46.8% | -17.1% |
| 3Y | +33.0% | +130.1% | -97.0% | +7.1% |
| 5Y | -40.0% | +89.5% | -129.5% | -49.8% |
| 10Y | +21.1% | +87.4% | -66.3% | -5.9% |
| All | +423.3% | +1,499.7% | -1,076.5% | +208.8% |
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