+21.2%
DIS vs VMC
+149.2%
-128.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +0.1% | -9.1% | +9.2% | +3.6% |
| 3M | +7.1% | -4.1% | +11.2% | +8.3% |
| 6M | +4.3% | -5.5% | +9.8% | +5.9% |
| YTD | -6.9% | -8.9% | +2.0% | -4.7% |
| 1Y | -10.3% | -12.9% | +2.6% | -6.7% |
| 3Y | +32.8% | +22.1% | +10.7% | +19.5% |
| 5Y | -41.5% | +52.7% | -94.2% | -52.0% |
| 10Y | +21.2% | +152.7% | -131.6% | -19.3% |
| All | +21.2% | +149.2% | -128.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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