-89.0%
DUOT vs VT
+185.1%
-274.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -7.3% |
| 7D | -7.7% | -2.0% | -5.7% | -6.3% |
| 30D | -7.6% | -1.4% | -6.2% | -6.6% |
| 3M | -28.7% | +4.7% | -33.4% | -30.8% |
| 6M | +8.3% | +11.4% | -3.1% | +1.6% |
| YTD | -28.0% | +13.1% | -41.1% | -32.9% |
| 1Y | +18.4% | +19.0% | -0.6% | +7.2% |
| 3Y | +54.0% | +73.9% | -20.0% | +15.7% |
| 5Y | +21.8% | +65.4% | -43.6% | -6.6% |
| All | -89.0% | +185.1% | -274.1% | -93.6% |
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