-47.6%
DEO vs VT
+66.2%
-113.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.4% |
| 30D | +0.9% | +1.0% | -0.1% | +0.2% |
| 3M | +13.0% | +2.4% | +10.6% | +10.9% |
| 6M | +9.5% | +12.0% | -2.5% | +1.1% |
| YTD | +4.4% | +15.3% | -10.9% | -5.8% |
| 1Y | -15.8% | +22.6% | -38.3% | -27.2% |
| 3Y | -41.0% | +74.7% | -115.6% | -61.0% |
| All | -47.6% | +66.2% | -113.8% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling