+252.9%
DUKR vs VT
+82.4%
+170.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.3% | -0.6% | -20.7% | -22.4% |
| 7D | -20.8% | +2.9% | -23.6% | -16.7% |
| 30D | -48.4% | -2.5% | -45.9% | -51.7% |
| 3M | -58.9% | -3.3% | -55.6% | -62.2% |
| 6M | -74.9% | +1.5% | -76.4% | -75.4% |
| YTD | +834.7% | +11.4% | +823.3% | +1,015.1% |
| 1Y | +940.9% | +11.9% | +929.0% | +1,140.8% |
| 3Y | +2,190.0% | +73.9% | +2,116.1% | +2,958.8% |
| 5Y | +554.3% | +57.9% | +496.4% | +798.6% |
| All | +252.9% | +82.4% | +170.5% | +532.5% |
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