+300.4%
DIS vs VYM
+492.8%
-192.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +3.5% | -0.5% | +4.0% | +4.1% |
| 3M | +6.8% | +3.0% | +3.8% | +3.4% |
| 6M | +3.0% | +8.2% | -5.2% | -5.5% |
| YTD | -6.7% | +15.8% | -22.5% | -20.4% |
| 1Y | -10.1% | +20.8% | -30.9% | -26.7% |
| 3Y | +33.0% | +65.3% | -32.2% | -22.3% |
| 5Y | -40.0% | +76.6% | -116.6% | -66.9% |
| 10Y | +21.1% | +203.9% | -182.9% | -62.7% |
| All | +300.4% | +492.8% | -192.4% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling