+75.4%
VEA vs DUOL
-9.6%
+85.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -1.5% | -7.0% | +5.5% | -1.1% |
| 30D | -0.8% | +6.7% | -7.6% | -1.3% |
| 3M | +2.5% | +16.0% | -13.5% | +1.3% |
| 6M | +11.1% | +45.4% | -34.3% | +7.9% |
| YTD | +17.2% | -18.1% | +35.3% | +18.3% |
| 1Y | +24.5% | -53.6% | +78.1% | +30.6% |
| 3Y | +75.4% | -11.0% | +86.4% | +70.4% |
| All | +75.4% | -9.6% | +85.1% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling