+856.7%
VRT vs DUOL
-1.5%
+858.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -8.5% |
| 7D | +2.4% | -11.8% | +14.2% | +5.2% |
| 30D | -2.7% | +1.5% | -4.2% | -3.6% |
| 3M | -9.2% | +18.1% | -27.3% | -14.5% |
| 6M | -0.5% | +38.7% | -39.2% | -11.4% |
| YTD | +62.3% | -20.7% | +83.0% | +65.2% |
| 1Y | +109.6% | -49.1% | +158.7% | +136.3% |
| 3Y | +573.1% | -11.0% | +584.1% | +536.4% |
| 5Y | +953.6% | -18.0% | +971.6% | +702.6% |
| All | +856.7% | -1.5% | +858.2% | +626.9% |
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