+19.5%
DUOL vs VT
+61.8%
-42.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +1.8% |
| 7D | +21.9% | -2.3% | +24.2% | +26.8% |
| 30D | +5.7% | -5.0% | +10.7% | +14.5% |
| 3M | +30.9% | -4.9% | +35.7% | +41.2% |
| 6M | +52.8% | -1.5% | +54.3% | +53.0% |
| YTD | -8.6% | +8.5% | -17.1% | -23.1% |
| 1Y | -17.2% | +11.4% | -28.6% | -33.6% |
| 3Y | +2.0% | +70.1% | -68.1% | -60.1% |
| 5Y | +4.4% | +53.7% | -49.4% | -48.9% |
| All | +19.5% | +61.8% | -42.3% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling