-7.7%
DIS vs VTV
+24.1%
-31.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | +1.2% | -1.1% | +2.3% | +2.3% |
| 30D | +3.2% | -1.0% | +4.3% | +4.3% |
| 3M | +7.0% | +4.6% | +2.4% | +2.0% |
| 6M | +6.4% | +13.5% | -7.1% | -7.8% |
| YTD | -5.6% | +18.5% | -24.1% | -21.9% |
| 1Y | -7.7% | +22.9% | -30.6% | -26.5% |
| All | -7.7% | +24.1% | -31.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling