+36.6%
DIS vs VCLT
+20.2%
+16.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +1.9% |
| 7D | +5.3% | +1.2% | +4.1% | +4.7% |
| 30D | +10.2% | +3.4% | +6.9% | +8.5% |
| 3M | +13.5% | -0.9% | +14.4% | +14.0% |
| 6M | +11.1% | -3.1% | +14.3% | +12.8% |
| YTD | +5.5% | -2.4% | +7.9% | +6.7% |
| 1Y | +9.1% | -2.7% | +11.8% | +10.6% |
| 3Y | +36.0% | +16.9% | +19.1% | +26.1% |
| 5Y | -29.8% | -17.0% | -12.8% | -25.4% |
| 10Y | +36.6% | +22.1% | +14.5% | +40.2% |
| All | +36.6% | +20.2% | +16.4% | +40.2% |
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