-61.4%
DUOG vs VT
+8.7%
-70.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.5% |
| 7D | +40.9% | -2.3% | +43.2% | +43.9% |
| 30D | +2.7% | -5.0% | +7.6% | +5.3% |
| 3M | +45.3% | -4.9% | +50.2% | +49.1% |
| 6M | +72.5% | -1.5% | +74.0% | +74.6% |
| YTD | -48.6% | +8.5% | -57.1% | -56.9% |
| All | -61.4% | +8.7% | -70.1% | -67.4% |
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