+3.1%
VCIT vs DUOL
+9.2%
-6.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | -0.8% | +14.1% | -14.9% | -1.0% |
| 3M | -1.0% | +41.5% | -42.5% | -1.5% |
| 6M | -1.8% | +60.6% | -62.5% | -2.6% |
| YTD | -0.7% | -12.0% | +11.3% | -0.7% |
| 1Y | +1.0% | -43.4% | +44.3% | +1.5% |
| 3Y | +18.8% | +3.7% | +15.1% | +17.1% |
| 5Y | +3.5% | -5.3% | +8.8% | +0.5% |
| All | +3.1% | +9.2% | -6.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling