+3.1%
VCIT vs DUOL
+3.5%
-0.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | +0.1% | -7.8% | +7.9% | +0.2% |
| 30D | -0.8% | +11.8% | -12.6% | -0.9% |
| 3M | -0.5% | +24.1% | -24.6% | -0.9% |
| 6M | -1.4% | +43.6% | -45.0% | -2.0% |
| YTD | -0.8% | -16.6% | +15.8% | -0.7% |
| 1Y | +0.3% | -46.0% | +46.3% | +0.9% |
| 3Y | +19.2% | -6.5% | +25.7% | +17.7% |
| 5Y | +3.6% | -7.4% | +11.0% | +0.7% |
| All | +3.1% | +3.5% | -0.5% | -0.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling