+352.3%
DIS vs VYM
+498.6%
-146.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.9% | +3.7% | -1.8% | -2.0% |
| 30D | +9.2% | +3.7% | +5.5% | +4.9% |
| 3M | +13.5% | -0.7% | +14.2% | +14.3% |
| 6M | +14.3% | +7.2% | +7.1% | +5.8% |
| YTD | +5.4% | +16.9% | -11.6% | -11.1% |
| 1Y | +12.2% | +19.6% | -7.5% | -7.7% |
| 3Y | +37.2% | +74.6% | -37.4% | -24.4% |
| 5Y | -23.1% | +72.3% | -95.5% | -56.6% |
| 10Y | +32.2% | +206.5% | -174.3% | -59.6% |
| All | +352.3% | +498.6% | -146.3% | -35.0% |
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