-100.0%
DUO vs VT
+136.8%
-236.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.4% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | -17.6% | -0.7% | -16.9% | -16.7% |
| 3M | -42.1% | +4.0% | -46.1% | -44.8% |
| 6M | -50.5% | +12.3% | -62.8% | -57.2% |
| YTD | -64.0% | +14.0% | -78.1% | -69.2% |
| 1Y | -85.1% | +20.3% | -105.4% | -87.9% |
| 3Y | -97.8% | +75.4% | -173.3% | -98.8% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +136.8% | -236.8% | -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