-8.2%
VFC vs DUOL
-43.9%
+35.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.7% |
| 7D | -1.6% | +5.1% | -6.7% | -2.3% |
| 30D | -11.6% | +14.1% | -25.8% | -13.5% |
| 3M | -18.1% | +41.5% | -59.6% | -22.3% |
| 6M | -27.4% | +60.6% | -88.0% | -32.5% |
| YTD | -24.8% | -12.0% | -12.8% | -24.9% |
| 1Y | -8.2% | -43.4% | +35.2% | -2.2% |
| All | -8.2% | -43.9% | +35.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling