+392.4%
DUK vs VEU
+188.7%
+203.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +0.2% | +0.7% | -0.4% | -0.1% |
| 3M | -1.9% | +4.7% | -6.6% | -4.0% |
| 6M | -6.5% | +11.6% | -18.2% | -11.3% |
| YTD | +5.4% | +16.8% | -11.4% | -2.0% |
| 1Y | +3.6% | +24.9% | -21.3% | -6.5% |
| 3Y | +48.1% | +75.7% | -27.6% | +14.5% |
| 5Y | +39.6% | +56.1% | -16.5% | +12.3% |
| 10Y | +131.8% | +153.6% | -21.8% | +48.6% |
| All | +392.4% | +188.7% | +203.7% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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