+567.3%
VRT vs DIS
-32.6%
+599.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -21.4% | +5.2% | -26.6% | -23.8% |
| 30D | -25.8% | +11.5% | -37.3% | -30.7% |
| 3M | -33.5% | +11.5% | -45.1% | -38.5% |
| 6M | -49.0% | +8.9% | -57.9% | -52.7% |
| YTD | +12.9% | +3.4% | +9.5% | +7.1% |
| 1Y | 0.0% | +7.2% | -7.2% | -7.9% |
| 3Y | +361.8% | +43.3% | +318.5% | +217.0% |
| All | +567.3% | -32.6% | +599.9% | +725.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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