+8.1%
DIS vs VG
-44.6%
+52.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.9% | +14.0% | -12.1% | +1.4% |
| 30D | +9.2% | -1.0% | +10.1% | +9.0% |
| 3M | +13.5% | -2.7% | +16.2% | +13.4% |
| 6M | +14.3% | +1.5% | +12.8% | +13.2% |
| YTD | +5.4% | +93.7% | -88.3% | -4.1% |
| 1Y | +12.2% | +68.5% | -56.4% | +3.4% |
| All | +8.1% | -44.6% | +52.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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