+608.4%
VST vs DUOL
+11.7%
+596.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -1.8% |
| 7D | +6.6% | +3.0% | +3.5% | +6.1% |
| 30D | -12.4% | +18.3% | -30.7% | -15.2% |
| 3M | -9.0% | +14.7% | -23.7% | -11.9% |
| 6M | -6.4% | +57.5% | -63.9% | -15.4% |
| YTD | -17.2% | -5.8% | -11.4% | -18.6% |
| 1Y | -22.0% | -11.4% | -10.6% | -22.7% |
| 3Y | +296.7% | -22.5% | +319.2% | +298.9% |
| All | +608.4% | +11.7% | +596.7% | +526.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling