-7.3%
DIS vs VYM
+18.5%
-25.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | -1.3% | -1.9% | +0.6% | +0.6% |
| 30D | +2.2% | -2.6% | +4.8% | +4.8% |
| 3M | +8.1% | +3.6% | +4.6% | +4.3% |
| 6M | +5.2% | +8.7% | -3.4% | -3.5% |
| YTD | -6.3% | +14.1% | -20.4% | -17.6% |
| 1Y | -7.3% | +17.8% | -25.1% | -21.1% |
| All | -7.3% | +18.5% | -25.8% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling