+262.4%
VST vs DUOL
-0.2%
+262.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.4% | +10.2% |
| 7D | -9.8% | +21.9% | -31.7% | -13.3% |
| 30D | -25.1% | +5.7% | -30.9% | -26.2% |
| 3M | -11.6% | +30.9% | -42.5% | -17.2% |
| 6M | -20.9% | +52.8% | -73.7% | -30.1% |
| YTD | -22.3% | -8.6% | -13.7% | -22.4% |
| 1Y | -32.0% | -17.2% | -14.8% | -30.5% |
| 3Y | +262.4% | +2.0% | +260.4% | +269.5% |
| All | +262.4% | -0.2% | +262.6% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling