+18.0%
VMC vs DUOL
-12.4%
+30.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.8% |
| 7D | -5.3% | -11.8% | +6.5% | -4.3% |
| 30D | -12.3% | +1.5% | -13.8% | -12.6% |
| 3M | -10.3% | +18.1% | -28.4% | -12.0% |
| 6M | -8.6% | +38.7% | -47.2% | -12.2% |
| YTD | -11.9% | -20.7% | +8.8% | -10.3% |
| 1Y | -13.9% | -49.1% | +35.2% | -8.7% |
| All | +18.0% | -12.4% | +30.4% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling