+70.6%
VZ vs DIS
+36.4%
+34.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +2.4% | +4.4% | -2.0% | +1.6% |
| 30D | +11.2% | +10.3% | +0.9% | +9.2% |
| 3M | 0.0% | +15.5% | -15.5% | -2.6% |
| 6M | +1.3% | +11.2% | -9.9% | -0.8% |
| YTD | +21.3% | +5.6% | +15.7% | +19.5% |
| 1Y | +23.9% | +7.7% | +16.2% | +21.6% |
| 3Y | +57.7% | +39.3% | +18.4% | +45.1% |
| 5Y | +21.2% | -29.5% | +50.7% | +26.4% |
| 10Y | +70.6% | +36.3% | +34.3% | +46.0% |
| All | +70.6% | +36.4% | +34.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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