-10.3%
DUOL vs VLTO
+26.2%
-36.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.8% |
| 7D | -7.8% | -1.6% | -6.2% | -6.9% |
| 30D | +11.8% | -2.9% | +14.7% | +13.6% |
| 3M | +24.1% | +12.7% | +11.4% | +15.9% |
| 6M | +43.6% | +1.6% | +42.1% | +42.2% |
| YTD | -16.6% | -4.0% | -12.6% | -14.6% |
| 1Y | -46.0% | -10.2% | -35.9% | -42.6% |
| All | -10.3% | +26.2% | -36.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling