+137.9%
VGT vs DUOL
-17.6%
+155.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -0.2% | -7.0% | +6.8% | +0.9% |
| 30D | -0.4% | +6.7% | -7.2% | -1.8% |
| 3M | +4.4% | +16.0% | -11.6% | +0.8% |
| 6M | +32.1% | +45.4% | -13.3% | +22.0% |
| YTD | +28.8% | -18.1% | +46.9% | +30.3% |
| 1Y | +35.3% | -53.6% | +88.9% | +49.2% |
| 3Y | +124.8% | -11.0% | +135.7% | +110.4% |
| All | +137.9% | -17.6% | +155.5% | +94.5% |
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