+31.9%
DIS vs VWO
+111.9%
-80.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.9% | +2.0% | -0.1% | +0.6% |
| 30D | +9.2% | -4.3% | +13.4% | +12.3% |
| 3M | +13.5% | -6.4% | +19.9% | +18.3% |
| 6M | +14.3% | -5.6% | +19.9% | +17.9% |
| YTD | +5.4% | +5.2% | +0.2% | +0.3% |
| 1Y | +12.2% | +5.2% | +7.0% | +6.7% |
| 3Y | +37.2% | +55.5% | -18.3% | -3.0% |
| 5Y | -23.1% | +25.6% | -48.7% | -36.8% |
| All | +31.9% | +111.9% | -80.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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