+31.9%
DIS vs VTRS
-30.6%
+62.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | +4.6% | -2.7% | +0.8% |
| 30D | +9.2% | +19.4% | -10.2% | +4.5% |
| 3M | +13.5% | +30.8% | -17.3% | +6.3% |
| 6M | +14.3% | +21.6% | -7.4% | +8.6% |
| YTD | +5.4% | +71.2% | -65.8% | -8.3% |
| 1Y | +12.2% | +97.6% | -85.4% | -5.8% |
| 3Y | +37.2% | +163.9% | -126.7% | +4.5% |
| 5Y | -23.1% | +82.1% | -105.2% | -37.5% |
| All | +31.9% | -30.6% | +62.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling