+34.2%
DIS vs VXUS
+135.4%
-101.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +5.2% | -1.8% | +7.0% | +6.9% |
| 30D | +11.5% | -4.6% | +16.0% | +16.1% |
| 3M | +11.5% | -6.1% | +17.6% | +17.6% |
| 6M | +8.9% | -4.9% | +13.8% | +12.6% |
| YTD | +3.4% | +8.1% | -4.6% | -5.8% |
| 1Y | +7.2% | +12.1% | -4.9% | -5.7% |
| 3Y | +43.3% | +63.9% | -20.5% | -14.2% |
| 5Y | -31.4% | +43.1% | -74.6% | -53.0% |
| All | +34.2% | +135.4% | -101.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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