+523.5%
DIS vs VUG
+1,157.1%
-633.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | +5.2% | -3.4% | +8.6% | +8.3% |
| 30D | +11.5% | -11.1% | +22.5% | +23.2% |
| 3M | +11.5% | -7.2% | +18.8% | +18.4% |
| 6M | +8.9% | -4.1% | +13.0% | +11.3% |
| YTD | +3.4% | +1.4% | +2.0% | +0.1% |
| 1Y | +7.2% | +1.9% | +5.3% | +3.2% |
| 3Y | +43.3% | +77.7% | -34.4% | -20.4% |
| 5Y | -31.4% | +57.6% | -89.0% | -57.9% |
| 10Y | +37.1% | +398.6% | -361.5% | -75.2% |
| All | +523.5% | +1,157.1% | -633.6% | -60.5% |
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