+31.0%
DIS vs VUG
+402.9%
-371.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | +0.9% | +4.4% | -3.5% | -2.3% |
| 30D | +8.9% | -7.3% | +16.2% | +14.8% |
| 3M | +14.5% | -4.2% | +18.8% | +17.6% |
| 6M | +12.2% | -1.6% | +13.8% | +12.2% |
| YTD | +4.7% | +4.9% | -0.2% | -0.5% |
| 1Y | +2.8% | +3.8% | -1.0% | -1.6% |
| 3Y | +38.1% | +79.4% | -41.3% | -16.1% |
| 5Y | -23.6% | +63.9% | -87.5% | -50.9% |
| All | +31.0% | +402.9% | -371.8% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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