-97.6%
DUO vs VT
+77.9%
-175.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | -40.0% | +0.4% | -40.4% | -40.2% |
| 30D | -3.5% | +1.0% | -4.5% | -4.8% |
| 3M | -46.7% | +2.4% | -49.0% | -49.0% |
| 6M | -49.0% | +12.0% | -61.0% | -59.5% |
| YTD | -60.5% | +15.3% | -75.9% | -70.0% |
| 1Y | -77.8% | +22.6% | -100.3% | -84.7% |
| All | -97.6% | +77.9% | -175.5% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling