+770.6%
DUKR vs VT
+88.9%
+681.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.5% | +0.4% | +0.1% | +1.5% |
| 30D | +4.6% | +1.0% | +3.7% | +6.7% |
| 3M | -12.7% | +2.4% | -15.0% | -10.7% |
| 6M | +1,528.2% | +12.0% | +1,516.2% | +2,023.4% |
| YTD | +2,206.1% | +15.3% | +2,190.8% | +2,900.9% |
| 1Y | +1,954.5% | +22.6% | +1,932.0% | +2,561.1% |
| 3Y | +7,971.4% | +74.7% | +7,896.8% | +11,554.3% |
| 5Y | +1,665.6% | +66.1% | +1,599.5% | +2,538.5% |
| All | +770.6% | +88.9% | +681.7% | +1,602.2% |
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