+65.4%
VT vs DUOL
+9.1%
+56.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.9% |
| 7D | +0.4% | +14.0% | -13.7% | -1.1% |
| 30D | -2.6% | +2.9% | -5.5% | -3.2% |
| 3M | -3.2% | +17.8% | -21.1% | -5.3% |
| 6M | +0.9% | +42.8% | -41.9% | -3.5% |
| YTD | +11.3% | -12.1% | +23.4% | +11.0% |
| 1Y | +14.0% | -23.3% | +37.3% | +15.2% |
| 3Y | +75.8% | -24.0% | +99.9% | +71.4% |
| 5Y | +57.8% | +5.1% | +52.7% | +37.5% |
| All | +65.4% | +9.1% | +56.4% | +43.6% |
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