-43.4%
DUOL vs VCLT
-0.4%
-42.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +14.1% | -0.9% | +15.0% | +14.0% |
| 3M | +41.5% | -3.2% | +44.8% | +40.4% |
| 6M | +60.6% | -3.8% | +64.4% | +59.0% |
| YTD | -12.0% | -2.0% | -10.0% | -12.5% |
| 1Y | -43.4% | -0.8% | -42.6% | -40.0% |
| All | -43.4% | -0.4% | -42.9% | -40.0% |
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