+640.3%
VST vs DUOL
+10.8%
+629.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -6.0% | +22.4% | -28.4% | -9.1% |
| 30D | -18.8% | +4.5% | -23.3% | -19.8% |
| 3M | -8.0% | +14.2% | -22.2% | -10.8% |
| 6M | -10.9% | +45.1% | -56.0% | -17.8% |
| YTD | -18.3% | -10.7% | -7.6% | -19.1% |
| 1Y | -29.9% | -18.7% | -11.2% | -29.6% |
| 3Y | +290.3% | -25.9% | +316.2% | +295.8% |
| 5Y | +635.3% | +5.8% | +629.5% | +569.1% |
| All | +640.3% | +10.8% | +629.5% | +571.0% |
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