+60.4%
VSH vs DUOL
+3.5%
+56.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.5% |
| 7D | +6.2% | -7.8% | +14.0% | +7.0% |
| 30D | -11.1% | +11.8% | -23.0% | -12.5% |
| 3M | -44.9% | +24.1% | -69.0% | -46.8% |
| 6M | +90.0% | +43.6% | +46.3% | +78.6% |
| YTD | +118.8% | -16.6% | +135.4% | +120.1% |
| 1Y | +109.0% | -46.0% | +155.0% | +122.0% |
| 3Y | +35.6% | -6.5% | +42.1% | +31.6% |
| 5Y | +66.7% | -7.4% | +74.1% | +48.2% |
| All | +60.4% | +3.5% | +56.9% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling