-79.0%
VFC vs DUOL
-11.2%
-67.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.5% |
| 7D | -2.3% | -11.8% | +9.4% | -0.6% |
| 30D | -13.4% | +1.5% | -14.8% | -13.8% |
| 3M | -23.7% | +18.1% | -41.8% | -25.9% |
| 6M | -24.5% | +38.7% | -63.1% | -28.6% |
| YTD | -27.8% | -20.7% | -7.2% | -26.7% |
| 1Y | -13.5% | -49.1% | +35.6% | -7.4% |
| 3Y | -27.1% | -11.0% | -16.1% | -27.8% |
| 5Y | -79.0% | -18.0% | -61.0% | -80.7% |
| All | -79.0% | -11.2% | -67.9% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling