+65.0%
VT vs DUOL
+16.9%
+48.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | +2.4% | +3.0% | -0.7% | +2.0% |
| 30D | -1.5% | +18.3% | -19.8% | -3.3% |
| 3M | -4.1% | +14.7% | -18.8% | -5.9% |
| 6M | +0.6% | +57.5% | -56.9% | -4.7% |
| YTD | +11.0% | -5.8% | +16.8% | +10.1% |
| 1Y | +13.3% | -11.4% | +24.7% | +12.9% |
| 3Y | +73.4% | -22.5% | +95.9% | +68.8% |
| 5Y | +57.4% | +6.6% | +50.8% | +36.4% |
| All | +65.0% | +16.9% | +48.1% | +42.3% |
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