+22.2%
DUOL vs VT
+67.1%
-44.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.6% | +3.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.5% |
| 30D | +11.1% | -1.7% | +12.8% | +14.1% |
| 3M | +21.2% | -2.3% | +23.5% | +25.2% |
| 6M | +56.1% | +1.5% | +54.6% | +49.2% |
| YTD | -6.5% | +12.0% | -18.5% | -25.3% |
| 1Y | -15.8% | +12.9% | -28.7% | -33.6% |
| 3Y | -22.4% | +74.9% | -97.4% | -70.9% |
| 5Y | +8.3% | +59.9% | -51.6% | -50.1% |
| All | +22.2% | +67.1% | -44.8% | -45.7% |
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