+22.7%
DIS vs VYM
+207.1%
-184.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | -1.3% | -1.9% | +0.6% | +0.7% |
| 30D | +2.2% | -2.6% | +4.8% | +5.1% |
| 3M | +8.1% | +3.6% | +4.6% | +4.1% |
| 6M | +5.2% | +8.7% | -3.4% | -3.8% |
| YTD | -6.3% | +14.1% | -20.4% | -18.7% |
| 1Y | -7.3% | +17.8% | -25.1% | -22.3% |
| 3Y | +33.8% | +64.5% | -30.7% | -21.2% |
| 5Y | -40.7% | +77.5% | -118.2% | -67.3% |
| All | +22.7% | +207.1% | -184.4% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling