+36.1%
VSH vs DUOL
+16.9%
+19.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.0% | -9.2% | -4.6% |
| 7D | +14.3% | +3.0% | +11.3% | +14.0% |
| 30D | -7.9% | +18.3% | -26.2% | -9.6% |
| 3M | -19.9% | +14.7% | -34.6% | -21.5% |
| 6M | -30.5% | +57.5% | -88.0% | -35.2% |
| YTD | +85.7% | -5.8% | +91.5% | +83.7% |
| 1Y | +98.9% | -11.4% | +110.3% | +98.4% |
| 3Y | +32.1% | -22.5% | +54.6% | +31.1% |
| 5Y | +39.7% | +6.6% | +33.0% | +22.1% |
| All | +36.1% | +16.9% | +19.2% | +19.8% |
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