-93.2%
DUOT vs VT
+180.0%
-273.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | +0.1% | +2.4% | -2.3% | -1.6% |
| 30D | -10.3% | -1.5% | -8.8% | -8.6% |
| 3M | -46.3% | -4.1% | -42.2% | -44.1% |
| 6M | -39.7% | +0.6% | -40.2% | -38.8% |
| YTD | -55.3% | +11.0% | -66.4% | -57.4% |
| 1Y | -44.1% | +13.3% | -57.5% | -47.3% |
| 3Y | +33.1% | +73.4% | -40.3% | +1.5% |
| 5Y | -22.7% | +57.4% | -80.1% | -38.4% |
| All | -93.2% | +180.0% | -273.2% | -96.0% |
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