-10.1%
DUOL vs VIG
+54.7%
-64.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.9% |
| 7D | -8.6% | -2.2% | -6.4% | -5.6% |
| 30D | +7.2% | -3.2% | +10.4% | +12.4% |
| 3M | +19.1% | +3.0% | +16.0% | +14.1% |
| 6M | +52.5% | +8.1% | +44.4% | +35.1% |
| YTD | -17.3% | +9.1% | -26.3% | -28.1% |
| 1Y | -49.2% | +12.6% | -61.8% | -57.9% |
| All | -10.1% | +54.7% | -64.8% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling