+23.5%
DIS vs VNQ
+64.0%
-40.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | +1.2% | -1.3% | +2.4% | +2.1% |
| 30D | +3.2% | -2.6% | +5.8% | +5.1% |
| 3M | +7.0% | -2.0% | +9.0% | +8.5% |
| 6M | +6.4% | +4.3% | +2.1% | +3.3% |
| YTD | -5.6% | +9.2% | -14.9% | -11.2% |
| 1Y | -7.7% | +5.6% | -13.3% | -11.1% |
| 3Y | +33.2% | +30.8% | +2.3% | +9.1% |
| 5Y | -40.3% | +8.0% | -48.3% | -44.3% |
| All | +23.5% | +64.0% | -40.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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