-5.4%
DUOL vs VLTO
+56.1%
-61.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.7% | -4.3% |
| 7D | +14.0% | +2.0% | +12.0% | +12.8% |
| 30D | +2.9% | +21.8% | -18.9% | -8.2% |
| 3M | +17.8% | +20.2% | -2.4% | +5.9% |
| 6M | +42.8% | +36.3% | +6.5% | +19.4% |
| YTD | -12.1% | +18.8% | -30.9% | -20.4% |
| 1Y | -23.3% | +20.4% | -43.7% | -31.5% |
| 3Y | -24.0% | +71.9% | -95.9% | -42.2% |
| All | -5.4% | +56.1% | -61.6% | -23.5% |
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