-100.0%
DUO vs VT
+139.5%
-239.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | -40.0% | +0.4% | -40.4% | -40.1% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | -46.7% | +2.4% | -49.0% | -48.1% |
| 6M | -49.0% | +12.0% | -61.0% | -55.8% |
| YTD | -60.5% | +15.3% | -75.9% | -66.7% |
| 1Y | -77.8% | +22.6% | -100.3% | -82.3% |
| 3Y | -97.6% | +74.7% | -172.3% | -98.7% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +139.5% | -239.5% | -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 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