+25.6%
DEO vs VT
+223.7%
-198.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.3% |
| 7D | +3.7% | +0.4% | +3.4% | +3.3% |
| 30D | +18.3% | -2.6% | +20.9% | +20.1% |
| 3M | +6.5% | -3.2% | +9.7% | +8.6% |
| 6M | +21.7% | +0.9% | +20.8% | +19.8% |
| YTD | +20.1% | +11.3% | +8.8% | +9.9% |
| 1Y | +14.1% | +14.0% | +0.1% | +2.6% |
| 3Y | -30.5% | +75.8% | -106.3% | -55.4% |
| 5Y | -43.0% | +57.8% | -100.8% | -60.5% |
| 10Y | +25.6% | +219.8% | -194.2% | -50.7% |
| All | +25.6% | +223.7% | -198.1% | -50.7% |
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