+754.9%
VST vs DUOL
+3.5%
+751.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.4% |
| 7D | +9.9% | -7.8% | +17.7% | +11.1% |
| 30D | +7.9% | +11.8% | -3.9% | +5.8% |
| 3M | +3.4% | +24.1% | -20.7% | -1.0% |
| 6M | -4.1% | +43.6% | -47.7% | -11.2% |
| YTD | -5.7% | -16.6% | +10.9% | -4.9% |
| 1Y | -18.9% | -46.0% | +27.2% | -12.9% |
| 3Y | +359.1% | -6.5% | +365.5% | +359.6% |
| 5Y | +766.9% | -7.4% | +774.3% | +713.6% |
| All | +754.9% | +3.5% | +751.3% | +689.1% |
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