-42.2%
DIS vs VTV
+80.1%
-122.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | -3.5% | -0.7% | -2.9% | -2.8% |
| 30D | +1.0% | -0.5% | +1.5% | +1.6% |
| 3M | +5.7% | +5.3% | +0.4% | -0.9% |
| 6M | +3.3% | +12.9% | -9.6% | -11.1% |
| YTD | -7.7% | +18.5% | -26.2% | -25.1% |
| 1Y | -10.0% | +25.3% | -35.2% | -31.8% |
| 3Y | +31.7% | +68.2% | -36.5% | -30.9% |
| 5Y | -42.2% | +80.6% | -122.8% | -72.5% |
| All | -42.2% | +80.1% | -122.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling