+102.2%
DEO vs VT
+374.2%
-272.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 6M | +9.5% | +12.0% | -2.5% | +0.8% |
| YTD | +4.4% | +15.3% | -10.9% | -6.0% |
| 1Y | -15.8% | +22.6% | -38.3% | -27.4% |
| 3Y | -41.0% | +74.7% | -115.6% | -60.7% |
| 5Y | -48.4% | +66.1% | -114.6% | -64.6% |
| 10Y | -1.6% | +225.0% | -226.6% | -57.9% |
| All | +102.2% | +374.2% | -272.0% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling