+72.1%
DUOT vs VT
+76.6%
-4.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +4.2% |
| 7D | +5.1% | +1.0% | +4.1% | +3.1% |
| 30D | -2.1% | -0.2% | -1.8% | -1.8% |
| 3M | -26.0% | +4.5% | -30.5% | -31.7% |
| 6M | +20.3% | +14.1% | +6.3% | -3.3% |
| YTD | -19.6% | +14.8% | -34.3% | -35.4% |
| 1Y | +35.3% | +21.2% | +14.1% | -0.2% |
| 3Y | +72.1% | +76.6% | -4.5% | -33.6% |
| All | +72.1% | +76.6% | -4.6% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling