+0.8%
VTEB vs DUOL
+1.6%
-0.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -0.9% | -7.0% | +6.1% | -0.9% |
| 30D | -2.5% | +6.7% | -9.2% | -2.5% |
| 3M | -3.0% | +16.0% | -19.0% | -3.0% |
| 6M | -2.1% | +45.4% | -47.5% | -2.3% |
| YTD | -1.5% | -18.1% | +16.6% | -1.5% |
| 1Y | +0.2% | -53.6% | +53.7% | +0.4% |
| 3Y | +8.6% | -11.0% | +19.5% | +8.2% |
| 5Y | +1.2% | -17.1% | +18.3% | +0.4% |
| All | +0.8% | +1.6% | -0.8% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling