+32.9%
DIS vs VO
+202.1%
-169.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.3% |
| 30D | +10.3% | +2.0% | +8.3% | +8.1% |
| 3M | +15.6% | -0.3% | +15.9% | +15.6% |
| 6M | +15.1% | +7.3% | +7.8% | +7.1% |
| YTD | +6.0% | +15.0% | -9.0% | -7.8% |
| 1Y | +5.7% | +14.7% | -9.0% | -7.8% |
| 3Y | +39.8% | +67.3% | -27.5% | -15.4% |
| 5Y | -23.9% | +38.8% | -62.7% | -44.9% |
| 10Y | +32.9% | +201.6% | -168.6% | -49.3% |
| All | +32.9% | +202.1% | -169.2% | -49.3% |
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