+34.7%
DIS vs VCIT
+29.0%
+5.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.2% |
| 30D | +12.7% | +2.1% | +10.6% | +10.6% |
| 3M | +15.2% | -1.6% | +16.8% | +16.9% |
| 6M | +17.6% | -1.6% | +19.1% | +19.4% |
| YTD | +3.8% | -1.5% | +5.3% | +5.4% |
| 1Y | +6.8% | -0.4% | +7.2% | +7.4% |
| 3Y | +42.1% | +19.6% | +22.5% | +20.8% |
| 5Y | -31.2% | +3.3% | -34.4% | -34.4% |
| All | +34.7% | +29.0% | +5.8% | +28.3% |
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