-32.6%
DEO vs VT
+76.6%
-109.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.1% |
| 7D | +6.2% | -0.3% | +6.5% | +6.4% |
| 30D | +17.9% | -1.4% | +19.3% | +18.6% |
| 3M | +12.7% | -1.4% | +14.1% | +13.3% |
| 6M | +26.1% | +5.5% | +20.6% | +21.8% |
| YTD | +15.9% | +12.8% | +3.0% | +7.5% |
| 1Y | +7.4% | +15.4% | -8.0% | -1.6% |
| All | -32.6% | +76.6% | -109.1% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling