+36.6%
DIS vs VUG
+405.9%
-369.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | 0.0% |
| 7D | +5.3% | +0.5% | +4.8% | +4.8% |
| 30D | +10.2% | -8.2% | +18.4% | +17.0% |
| 3M | +13.5% | -5.4% | +19.0% | +17.6% |
| 6M | +11.1% | -2.5% | +13.7% | +11.9% |
| YTD | +5.5% | +4.2% | +1.3% | +0.7% |
| 1Y | +9.1% | +5.0% | +4.1% | +3.5% |
| 3Y | +36.0% | +81.7% | -45.7% | -18.3% |
| 5Y | -29.8% | +62.5% | -92.4% | -54.6% |
| 10Y | +36.6% | +396.3% | -359.7% | -61.2% |
| All | +36.6% | +405.9% | -369.3% | -61.2% |
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