+23.6%
DEO vs VT
+215.5%
-192.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +6.8% | -2.3% | +9.1% | +8.4% |
| 30D | +19.3% | -5.0% | +24.2% | +23.2% |
| 3M | +8.9% | -4.9% | +13.8% | +12.4% |
| 6M | +19.4% | -1.5% | +21.0% | +19.7% |
| YTD | +18.3% | +8.5% | +9.8% | +10.3% |
| 1Y | +17.0% | +11.4% | +5.6% | +6.9% |
| 3Y | -31.2% | +70.1% | -101.2% | -54.8% |
| 5Y | -44.1% | +53.7% | -97.8% | -60.5% |
| All | +23.6% | +215.5% | -192.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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