+462.4%
DIS vs VUG
+1,251.8%
-789.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | +3.5% | -0.3% | +3.8% | +3.7% |
| 3M | +6.8% | -0.7% | +7.5% | +6.6% |
| 6M | +3.0% | +14.6% | -11.6% | -10.0% |
| YTD | -6.7% | +9.0% | -15.7% | -14.8% |
| 1Y | -10.1% | +14.9% | -24.9% | -22.1% |
| 3Y | +33.0% | +86.0% | -53.0% | -28.7% |
| 5Y | -40.0% | +76.7% | -116.7% | -66.7% |
| 10Y | +21.1% | +411.3% | -390.2% | -78.3% |
| All | +462.4% | +1,251.8% | -789.4% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling