+16.7%
DUOL vs VT
+65.2%
-48.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.3% |
| 7D | +22.4% | -0.1% | +22.5% | +22.7% |
| 30D | +4.5% | -3.1% | +7.6% | +9.5% |
| 3M | +14.2% | -3.5% | +17.7% | +20.1% |
| 6M | +45.1% | +0.5% | +44.6% | +40.8% |
| YTD | -10.7% | +10.8% | -21.5% | -27.5% |
| 1Y | -18.7% | +11.9% | -30.6% | -35.2% |
| 3Y | -25.9% | +73.0% | -98.9% | -71.8% |
| 5Y | +5.8% | +58.6% | -52.8% | -50.6% |
| All | +16.7% | +65.2% | -48.5% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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