-38.5%
DUOL vs VCLT
-3.2%
-35.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +1.0% | +25.0% | +25.3% |
| 7D | +19.3% | +0.4% | +18.9% | +18.8% |
| 30D | +9.6% | +3.9% | +5.7% | +8.4% |
| 3M | +17.1% | -1.9% | +19.0% | +16.3% |
| 6M | +46.3% | -2.6% | +48.9% | +44.8% |
| YTD | -8.1% | -3.1% | -5.0% | -9.2% |
| 1Y | -38.5% | -3.6% | -34.9% | -39.6% |
| All | -38.5% | -3.2% | -35.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling