+1,347.2%
DUKR vs VT
+66.2%
+1,281.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -8.8% |
| 7D | -10.5% | +1.0% | -11.5% | -8.7% |
| 30D | -3.2% | -0.2% | -2.9% | -3.7% |
| 3M | -14.9% | +4.5% | -19.4% | -8.0% |
| 6M | -32.0% | +14.1% | -46.0% | -11.4% |
| YTD | +2,026.5% | +14.8% | +2,011.8% | +2,662.7% |
| 1Y | +1,392.8% | +21.2% | +1,371.6% | +1,822.2% |
| 3Y | +5,162.6% | +76.6% | +5,086.1% | +7,353.6% |
| 5Y | +1,347.2% | +66.6% | +1,280.6% | +2,194.0% |
| All | +1,347.2% | +66.2% | +1,281.0% | +2,194.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling