+9.0%
DUOL vs VCLT
-15.8%
+24.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -7.8% | +0.3% | -8.1% | -8.0% |
| 30D | +11.8% | -0.6% | +12.4% | +12.3% |
| 3M | +24.1% | -2.2% | +26.3% | +26.1% |
| 6M | +43.6% | -2.9% | +46.5% | +46.3% |
| YTD | -16.6% | -2.1% | -14.5% | -15.5% |
| 1Y | -46.0% | -2.6% | -43.5% | -45.2% |
| 3Y | -6.5% | +12.5% | -19.0% | -16.1% |
| 5Y | -7.4% | -15.3% | +7.9% | -2.6% |
| All | +9.0% | -15.8% | +24.8% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling