-34.9%
VST vs DUOL
-38.2%
+3.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +26.0% | -39.8% | -11.2% |
| 7D | -15.7% | +19.3% | -35.0% | -13.3% |
| 30D | -17.0% | +9.6% | -26.6% | -14.7% |
| 3M | -15.9% | +17.1% | -33.0% | -13.4% |
| 6M | -25.0% | +46.3% | -71.3% | -23.5% |
| YTD | -25.1% | -8.1% | -17.0% | -20.6% |
| 1Y | -34.9% | -38.5% | +3.6% | -27.9% |
| All | -34.9% | -38.2% | +3.3% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling