-42.2%
DIS vs VYM
+76.9%
-119.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -3.5% | -1.0% | -2.5% | -2.4% |
| 30D | +1.0% | -2.0% | +3.0% | +3.5% |
| 3M | +5.7% | +3.1% | +2.6% | +1.9% |
| 6M | +3.3% | +8.9% | -5.6% | -6.9% |
| YTD | -7.7% | +14.7% | -22.5% | -21.8% |
| 1Y | -10.0% | +19.4% | -29.4% | -27.4% |
| 3Y | +31.7% | +65.4% | -33.7% | -28.8% |
| 5Y | -42.2% | +77.6% | -119.8% | -71.6% |
| All | -42.2% | +76.9% | -119.1% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling