+31.0%
DIS vs VMC
+126.5%
-95.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.9% | -1.7% | +2.5% | +1.5% |
| 30D | +8.9% | +15.3% | -6.4% | +3.2% |
| 3M | +14.5% | +0.3% | +14.2% | +14.2% |
| 6M | +12.2% | +0.9% | +11.3% | +11.1% |
| YTD | +4.7% | -1.0% | +5.7% | +3.8% |
| 1Y | +2.8% | -4.3% | +7.2% | +3.3% |
| 3Y | +38.1% | +35.3% | +2.8% | +19.3% |
| 5Y | -23.6% | +44.4% | -68.0% | -36.6% |
| All | +31.0% | +126.5% | -95.4% | -14.5% |
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