+951.9%
FTI vs DUOL
+1.6%
+950.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -4.4% | -7.0% | +2.6% | -3.8% |
| 30D | +1.5% | +6.7% | -5.2% | +0.7% |
| 3M | +8.2% | +16.0% | -7.8% | +6.1% |
| 6M | +18.8% | +45.4% | -26.6% | +13.6% |
| YTD | +71.7% | -18.1% | +89.8% | +73.0% |
| 1Y | +90.0% | -53.6% | +143.6% | +101.3% |
| 3Y | +270.5% | -11.0% | +281.5% | +261.5% |
| 5Y | +1,084.5% | -17.1% | +1,101.7% | +941.3% |
| All | +951.9% | +1.6% | +950.2% | +829.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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