+423.9%
DUK vs VT
+374.2%
+49.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | -1.7% | +1.0% | -2.6% | -2.1% |
| 3M | -0.4% | +2.4% | -2.8% | -1.8% |
| 6M | -7.2% | +12.0% | -19.2% | -12.4% |
| YTD | +5.3% | +15.3% | -10.1% | -2.0% |
| 1Y | +3.0% | +22.6% | -19.6% | -7.0% |
| 3Y | +53.1% | +74.7% | -21.6% | +15.3% |
| 5Y | +37.9% | +66.1% | -28.2% | +5.2% |
| 10Y | +124.8% | +225.0% | -100.2% | +22.2% |
| All | +423.9% | +374.2% | +49.7% | +105.2% |
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