-3.5%
DUOL vs VLTO
+55.4%
-58.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.5% |
| 7D | +0.3% | +0.8% | -0.6% | -0.2% |
| 30D | +12.4% | +18.7% | -6.3% | +1.9% |
| 3M | +16.9% | +21.7% | -4.8% | +4.4% |
| 6M | +48.5% | +35.8% | +12.6% | +24.4% |
| YTD | -10.3% | +18.3% | -28.6% | -18.5% |
| 1Y | -15.6% | +20.9% | -36.5% | -24.9% |
| 3Y | -25.6% | +68.8% | -94.4% | -42.7% |
| All | -3.5% | +55.4% | -58.9% | -21.7% |
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