+130.2%
DEO vs VT
+345.0%
-214.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +5.4% |
| 7D | +9.8% | -4.2% | +13.9% | +12.8% |
| 30D | +19.8% | -5.8% | +25.6% | +24.4% |
| 3M | +14.8% | -5.2% | +20.1% | +18.8% |
| 6M | +26.4% | +0.1% | +26.3% | +25.3% |
| YTD | +18.9% | +8.2% | +10.7% | +11.4% |
| 1Y | +9.2% | +10.1% | -0.9% | +1.2% |
| 3Y | -31.0% | +69.7% | -100.7% | -53.3% |
| 5Y | -43.8% | +53.4% | -97.2% | -59.3% |
| 10Y | +24.9% | +219.2% | -194.3% | -46.1% |
| All | +130.2% | +345.0% | -214.7% | -23.5% |
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