+22.0%
DIS vs VFC
-68.0%
+90.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.4% |
| 7D | -2.6% | -1.6% | -1.0% | -2.2% |
| 30D | +3.5% | -11.6% | +15.1% | +7.0% |
| 3M | +6.8% | -18.1% | +24.9% | +11.7% |
| 6M | +3.0% | -27.4% | +30.3% | +10.9% |
| YTD | -6.7% | -24.8% | +18.1% | -1.0% |
| 1Y | -10.1% | -8.2% | -1.9% | -11.0% |
| 3Y | +33.0% | -29.1% | +62.2% | +25.4% |
| 5Y | -40.0% | -79.2% | +39.2% | -9.7% |
| All | +22.0% | -68.0% | +90.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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