+7.8%
FTV vs DUOL
+1.6%
+6.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -4.0% | -7.0% | +3.0% | -3.3% |
| 30D | -11.0% | +6.7% | -17.7% | -11.8% |
| 3M | -8.4% | +16.0% | -24.4% | -10.2% |
| 6M | -2.6% | +45.4% | -48.0% | -7.1% |
| YTD | -0.6% | -18.1% | +17.5% | +0.2% |
| 1Y | +11.0% | -53.6% | +64.5% | +17.9% |
| 3Y | -6.3% | -11.0% | +4.6% | -10.6% |
| 5Y | -1.5% | -17.1% | +15.6% | -12.0% |
| All | +7.8% | +1.6% | +6.2% | -5.7% |
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