+456.8%
DUK vs VT
+346.0%
+110.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.3% | -2.3% | +2.6% | +1.3% |
| 30D | +10.6% | -5.0% | +15.6% | +13.0% |
| 3M | +4.0% | -4.9% | +8.9% | +6.2% |
| 6M | +3.6% | -1.5% | +5.1% | +3.8% |
| YTD | +11.9% | +8.5% | +3.4% | +6.9% |
| 1Y | +6.7% | +11.4% | -4.7% | +0.6% |
| 3Y | +59.4% | +70.1% | -10.6% | +21.2% |
| 5Y | +52.4% | +53.7% | -1.4% | +20.3% |
| 10Y | +148.2% | +220.0% | -71.8% | +35.7% |
| All | +456.8% | +346.0% | +110.8% | +123.8% |
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