+36.6%
DIS vs VMC
+146.3%
-109.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.1% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.2% | +18.6% | -8.3% | +3.4% |
| 3M | +13.5% | +2.0% | +11.5% | +12.4% |
| 6M | +11.1% | +2.6% | +8.5% | +9.4% |
| YTD | +5.5% | +2.3% | +3.3% | +3.3% |
| 1Y | +9.1% | +1.7% | +7.4% | +7.2% |
| 3Y | +36.0% | +41.7% | -5.7% | +15.5% |
| 5Y | -29.8% | +46.6% | -76.5% | -42.2% |
| 10Y | +36.6% | +140.3% | -103.6% | -12.1% |
| All | +36.6% | +146.3% | -109.7% | -12.1% |
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