+34.2%
DIS vs VO
+196.6%
-162.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +5.2% | -2.6% | +7.8% | +7.8% |
| 30D | +11.5% | -0.9% | +12.4% | +12.4% |
| 3M | +11.5% | -3.0% | +14.5% | +14.6% |
| 6M | +8.9% | +2.2% | +6.7% | +6.1% |
| YTD | +3.4% | +10.6% | -7.2% | -6.6% |
| 1Y | +7.2% | +12.5% | -5.3% | -4.7% |
| 3Y | +43.3% | +61.4% | -18.1% | -10.3% |
| 5Y | -31.4% | +33.4% | -64.9% | -48.4% |
| All | +34.2% | +196.6% | -162.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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