+60.0%
VSH vs DUOL
+2.7%
+57.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.4% |
| 7D | +3.1% | -8.6% | +11.7% | +4.0% |
| 30D | -5.7% | +7.2% | -12.9% | -6.7% |
| 3M | -42.5% | +19.1% | -61.5% | -44.2% |
| 6M | +82.7% | +52.5% | +30.2% | +70.3% |
| YTD | +118.2% | -17.3% | +135.5% | +119.6% |
| 1Y | +109.7% | -49.2% | +158.9% | +124.5% |
| 3Y | +35.3% | -7.3% | +42.5% | +31.3% |
| 5Y | +65.6% | -16.3% | +81.9% | +47.0% |
| All | +60.0% | +2.7% | +57.3% | +43.2% |
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 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