+44.0%
VMC vs DUOL
+1.6%
+42.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -3.8% | -7.0% | +3.2% | -3.2% |
| 30D | -9.7% | +6.7% | -16.4% | -10.4% |
| 3M | -9.6% | +16.0% | -25.6% | -11.2% |
| 6M | -4.8% | +45.4% | -50.2% | -8.8% |
| YTD | -10.9% | -18.1% | +7.3% | -10.0% |
| 1Y | -15.6% | -53.6% | +38.0% | -10.6% |
| 3Y | +19.3% | -11.0% | +30.3% | +15.4% |
| 5Y | +48.0% | -17.1% | +65.1% | +30.4% |
| All | +44.0% | +1.6% | +42.4% | +30.7% |
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 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