+57.9%
VT vs DUOL
+3.2%
+54.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -2.5% | +12.4% | -14.9% | -3.9% |
| 3M | -3.3% | +16.9% | -20.3% | -5.4% |
| 6M | +1.5% | +48.5% | -47.0% | -3.6% |
| YTD | +11.4% | -10.3% | +21.7% | +10.9% |
| 1Y | +11.9% | -15.6% | +27.5% | +12.0% |
| 3Y | +73.9% | -25.6% | +99.5% | +69.2% |
| 5Y | +57.9% | +1.5% | +56.3% | +36.1% |
| All | +57.9% | +3.2% | +54.7% | +36.1% |
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