-80.8%
VFC vs DUOL
+9.2%
-90.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.7% |
| 7D | -1.6% | +5.1% | -6.7% | -2.4% |
| 30D | -11.6% | +14.1% | -25.8% | -13.5% |
| 3M | -18.1% | +41.5% | -59.6% | -22.4% |
| 6M | -27.4% | +60.6% | -88.0% | -32.7% |
| YTD | -24.8% | -12.0% | -12.8% | -24.7% |
| 1Y | -8.2% | -43.4% | +35.2% | -3.3% |
| 3Y | -29.1% | +3.7% | -32.8% | -31.1% |
| 5Y | -79.2% | -5.3% | -73.9% | -81.3% |
| All | -80.8% | +9.2% | -90.1% | -82.8% |
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 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