-30.2%
DIS vs VSXY
+99.7%
-130.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +10.3% | +24.0% | -13.7% | +7.1% |
| 3M | +15.6% | +16.7% | -1.1% | +12.8% |
| 6M | +15.1% | +138.6% | -123.5% | -0.1% |
| YTD | +6.0% | +102.8% | -96.8% | -6.6% |
| 1Y | +5.7% | +214.2% | -208.5% | -13.3% |
| 3Y | +39.8% | +461.4% | -421.6% | -2.6% |
| 5Y | -23.9% | +118.3% | -142.2% | -39.7% |
| All | -30.2% | +99.7% | -130.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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