+31.9%
DIS vs VSH
+115.4%
-83.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.6% |
| 7D | +1.9% | +14.3% | -12.4% | -1.6% |
| 30D | +9.2% | -7.9% | +17.0% | +9.8% |
| 3M | +13.5% | -19.9% | +33.4% | +16.7% |
| 6M | +14.3% | -30.5% | +44.8% | +15.3% |
| YTD | +5.4% | +85.7% | -80.3% | -24.6% |
| 1Y | +12.2% | +98.9% | -86.8% | -21.8% |
| 3Y | +37.2% | +32.1% | +5.1% | +3.4% |
| 5Y | -23.1% | +39.7% | -62.8% | -44.8% |
| All | +31.9% | +115.4% | -83.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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