+363.0%
DUKR vs VT
+77.7%
+285.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +4.4% |
| 7D | -21.7% | -2.3% | -19.4% | -25.8% |
| 30D | -41.9% | -5.0% | -36.9% | -47.9% |
| 3M | -46.8% | -4.9% | -41.9% | -52.3% |
| 6M | -62.5% | -1.5% | -60.9% | -65.0% |
| YTD | +1,126.5% | +8.5% | +1,118.0% | +1,298.1% |
| 1Y | +1,358.7% | +11.4% | +1,347.4% | +1,557.9% |
| 3Y | +2,935.4% | +70.1% | +2,865.3% | +3,779.9% |
| 5Y | +651.3% | +53.7% | +597.5% | +885.8% |
| All | +363.0% | +77.7% | +285.3% | +693.0% |
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 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