+37.2%
DIS vs VCLT
+14.4%
+22.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.9% | -2.3% | +4.2% | +3.1% |
| 30D | +9.2% | +0.8% | +8.4% | +8.8% |
| 3M | +13.5% | -2.7% | +16.2% | +15.1% |
| 6M | +14.3% | -4.3% | +18.6% | +16.9% |
| YTD | +5.4% | -4.3% | +9.7% | +7.8% |
| 1Y | +12.2% | -4.4% | +16.5% | +14.8% |
| 3Y | +37.2% | +13.8% | +23.4% | +39.9% |
| All | +37.2% | +14.4% | +22.8% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling