-100.0%
DUO vs VT
+131.1%
-231.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.4% |
| 30D | -17.0% | -2.6% | -14.4% | -14.1% |
| 3M | -13.2% | -3.2% | -9.9% | -9.0% |
| 6M | -62.5% | +0.9% | -63.5% | -62.8% |
| YTD | -62.5% | +11.3% | -73.8% | -66.8% |
| 1Y | -72.1% | +14.0% | -86.1% | -75.8% |
| 3Y | -96.1% | +75.8% | -172.0% | -97.8% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +131.1% | -231.1% | -100.0% |
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 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