+942.2%
VTI vs DUK
+444.0%
+498.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | -1.9% | -2.2% | +0.3% | -1.1% |
| 3M | +4.5% | -3.7% | +8.2% | +5.8% |
| 6M | +12.6% | -6.3% | +18.9% | +14.8% |
| YTD | +12.0% | +4.5% | +7.5% | +9.4% |
| 1Y | +17.3% | +1.8% | +15.5% | +15.5% |
| 3Y | +75.3% | +46.8% | +28.5% | +47.0% |
| 5Y | +74.0% | +40.2% | +33.8% | +47.1% |
| 10Y | +300.0% | +129.8% | +170.2% | +171.9% |
| All | +942.2% | +444.0% | +498.2% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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