-70.3%
VFC vs DUOL
+16.9%
-87.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +2.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.2% |
| 30D | +25.5% | +18.3% | +7.2% | +22.1% |
| 3M | +41.3% | +14.7% | +26.6% | +37.4% |
| 6M | +22.2% | +57.5% | -35.3% | +13.1% |
| YTD | +16.4% | -5.8% | +22.2% | +14.7% |
| 1Y | +38.4% | -11.4% | +49.8% | +37.3% |
| 3Y | +56.2% | -22.5% | +78.7% | +55.9% |
| 5Y | -68.2% | +6.6% | -74.8% | -71.6% |
| All | -70.3% | +16.9% | -87.2% | -73.8% |
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