+7.0%
DUOL vs VSXY
+82.3%
-75.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +6.7% | -18.7% | +25.4% | +9.6% |
| 3M | +16.0% | -4.0% | +20.0% | +15.9% |
| 6M | +45.4% | +67.5% | -22.1% | +28.8% |
| YTD | -18.1% | +39.7% | -57.8% | -25.4% |
| 1Y | -53.6% | +180.0% | -233.5% | -63.1% |
| 3Y | -11.0% | +337.3% | -348.3% | -40.4% |
| 5Y | -17.1% | +22.7% | -39.8% | -32.4% |
| All | +7.0% | +82.3% | -75.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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