+348.4%
DUKR vs VT
+82.3%
+266.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | +1.6% |
| 7D | -18.9% | +0.4% | -19.3% | -19.1% |
| 30D | -39.9% | -2.6% | -37.3% | -43.6% |
| 3M | -45.9% | -3.2% | -42.7% | -50.0% |
| 6M | -70.9% | +0.9% | -71.8% | -71.7% |
| YTD | +1,087.8% | +11.3% | +1,076.4% | +1,320.4% |
| 1Y | +1,272.6% | +14.0% | +1,258.6% | +1,537.0% |
| 3Y | +2,810.0% | +75.8% | +2,734.2% | +3,813.9% |
| 5Y | +618.5% | +57.8% | +560.7% | +889.3% |
| All | +348.4% | +82.3% | +266.1% | +705.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling