-21.0%
DEO vs VT
+74.4%
-95.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +8.0% | -0.1% | +8.1% | +7.9% |
| 30D | +18.6% | -3.1% | +21.7% | +20.2% |
| 3M | +5.9% | -3.5% | +9.4% | +7.6% |
| 6M | +22.0% | +0.5% | +21.6% | +20.7% |
| YTD | +20.4% | +10.8% | +9.7% | +12.2% |
| 1Y | +9.3% | +11.9% | -2.6% | +1.2% |
| 3Y | -21.0% | +73.0% | -94.0% | -50.3% |
| All | -21.0% | +74.4% | -95.5% | -50.3% |
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