-39.3%
VG vs DUOL
-53.3%
+13.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +1.7% | +5.1% | -3.4% | +0.9% |
| 30D | +16.0% | +14.1% | +1.9% | +13.2% |
| 3M | +9.7% | +41.5% | -31.8% | +1.7% |
| 6M | +29.6% | +60.6% | -31.0% | +16.4% |
| YTD | +112.0% | -12.0% | +124.0% | +114.5% |
| 1Y | +12.8% | -43.4% | +56.2% | +25.2% |
| All | -39.3% | -53.3% | +13.9% | -43.3% |
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