+644.6%
VRT vs DUOL
-5.7%
+650.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +4.7% |
| 7D | +13.6% | -7.8% | +21.4% | +15.4% |
| 30D | +6.8% | +11.8% | -5.1% | +3.4% |
| 3M | -3.2% | +24.1% | -27.3% | -10.0% |
| 6M | +20.3% | +43.6% | -23.3% | +5.7% |
| YTD | +79.6% | -16.6% | +96.2% | +84.5% |
| 1Y | +139.0% | -46.0% | +185.0% | +177.4% |
| 3Y | +644.6% | -6.5% | +651.1% | +561.9% |
| All | +644.6% | -5.7% | +650.3% | +561.9% |
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 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