+21.9%
DIS vs VCIT
+29.2%
-7.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -0.3% | -2.2% | -2.3% |
| 30D | +3.5% | -0.8% | +4.3% | +4.2% |
| 3M | +6.8% | -1.0% | +7.8% | +7.9% |
| 6M | +3.0% | -1.8% | +4.8% | +4.9% |
| YTD | -6.7% | -0.7% | -6.0% | -6.0% |
| 1Y | -10.1% | +1.0% | -11.1% | -10.7% |
| 3Y | +33.0% | +18.8% | +14.2% | +13.9% |
| 5Y | -40.0% | +3.5% | -43.5% | -43.0% |
| All | +21.9% | +29.2% | -7.4% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling