+788.7%
DUK vs VTV
+706.8%
+81.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -1.7% | -2.1% | +0.4% | -0.5% |
| 30D | -2.2% | -1.3% | -0.9% | -1.5% |
| 3M | -3.7% | +5.6% | -9.3% | -6.8% |
| 6M | -6.3% | +12.4% | -18.7% | -12.7% |
| YTD | +4.5% | +17.6% | -13.1% | -5.2% |
| 1Y | +1.8% | +23.5% | -21.7% | -10.4% |
| 3Y | +46.8% | +67.0% | -20.2% | +7.1% |
| 5Y | +40.2% | +80.5% | -40.3% | -2.7% |
| 10Y | +129.8% | +230.6% | -100.8% | +11.2% |
| All | +788.7% | +706.8% | +81.9% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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