+9.0%
DUOL vs VIG
+65.4%
-56.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.1% |
| 7D | -7.8% | -0.4% | -7.4% | -7.2% |
| 30D | +11.8% | -2.1% | +13.9% | +15.3% |
| 3M | +24.1% | +3.3% | +20.8% | +18.3% |
| 6M | +43.6% | +9.3% | +34.4% | +25.6% |
| YTD | -16.6% | +10.1% | -26.7% | -28.2% |
| 1Y | -46.0% | +14.7% | -60.8% | -56.1% |
| 3Y | -6.5% | +56.9% | -63.4% | -51.5% |
| 5Y | -7.4% | +62.9% | -70.3% | -53.0% |
| All | +9.0% | +65.4% | -56.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling