-41.1%
DIS vs VUG
+76.6%
-117.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | +6.8% | -0.7% | +7.5% | +6.8% |
| 6M | +3.0% | +14.6% | -11.6% | -7.5% |
| YTD | -6.7% | +9.0% | -15.7% | -13.1% |
| 1Y | -10.1% | +14.9% | -24.9% | -19.7% |
| 3Y | +33.0% | +86.0% | -53.0% | -20.8% |
| All | -41.1% | +76.6% | -117.7% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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