+34.2%
DIS vs VCIT
+28.8%
+5.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +11.5% | +1.9% | +9.5% | +9.5% |
| 3M | +11.5% | -1.4% | +13.0% | +13.1% |
| 6M | +8.9% | -2.1% | +11.0% | +11.1% |
| YTD | +3.4% | -1.6% | +5.0% | +5.1% |
| 1Y | +7.2% | -0.9% | +8.1% | +8.3% |
| 3Y | +43.3% | +20.0% | +23.3% | +21.4% |
| 5Y | -31.4% | +3.1% | -34.6% | -34.6% |
| All | +34.2% | +28.8% | +5.4% | +27.9% |
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