+64.7%
VT vs DUOL
+10.8%
+53.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.6% |
| 7D | -0.1% | +22.4% | -22.5% | -2.2% |
| 30D | -3.1% | +4.5% | -7.6% | -3.8% |
| 3M | -3.5% | +14.2% | -17.7% | -5.2% |
| 6M | +0.5% | +45.1% | -44.6% | -4.1% |
| YTD | +10.8% | -10.7% | +21.5% | +10.4% |
| 1Y | +11.9% | -18.7% | +30.6% | +12.4% |
| 3Y | +73.0% | -25.9% | +98.9% | +69.1% |
| 5Y | +58.6% | +5.8% | +52.8% | +38.0% |
| All | +64.7% | +10.8% | +53.9% | +42.7% |
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