+21.2%
DIS vs VCLT
+15.5%
+5.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +0.1% | -0.6% | +0.7% | +0.4% |
| 3M | +7.1% | -2.2% | +9.3% | +8.3% |
| 6M | +4.3% | -2.9% | +7.1% | +5.8% |
| YTD | -6.9% | -2.1% | -4.9% | -6.0% |
| 1Y | -10.3% | -2.6% | -7.7% | -9.2% |
| 3Y | +32.8% | +12.5% | +20.3% | +25.3% |
| 5Y | -41.5% | -15.3% | -26.2% | -38.4% |
| 10Y | +21.2% | +16.6% | +4.6% | +23.1% |
| All | +21.2% | +15.5% | +5.6% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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