+635.6%
VRT vs DUOL
+16.9%
+618.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -4.5% |
| 7D | +10.5% | +3.0% | +7.5% | +9.7% |
| 30D | -9.3% | +18.3% | -27.6% | -13.6% |
| 3M | -29.6% | +14.7% | -44.3% | -33.1% |
| 6M | -45.4% | +57.5% | -102.8% | -52.8% |
| YTD | +24.8% | -5.8% | +30.6% | +20.4% |
| 1Y | +23.6% | -11.4% | +35.0% | +21.0% |
| 3Y | +379.7% | -22.5% | +402.2% | +364.8% |
| 5Y | +660.3% | +6.6% | +653.7% | +453.7% |
| All | +635.6% | +16.9% | +618.6% | +429.6% |
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