-38.0%
VG vs DUOL
-55.7%
+17.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.4% | +2.9% |
| 7D | -2.5% | -7.8% | +5.3% | -1.4% |
| 30D | +11.1% | +11.8% | -0.7% | +8.9% |
| 3M | +14.9% | +24.1% | -9.2% | +9.1% |
| 6M | +18.4% | +43.6% | -25.3% | +8.4% |
| YTD | +116.6% | -16.6% | +133.2% | +120.8% |
| 1Y | +9.4% | -46.0% | +55.4% | +22.1% |
| All | -38.0% | -55.7% | +17.7% | -41.6% |
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