+78.7%
VTR vs DUOL
+1.6%
+77.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.3% | -7.0% | +6.7% | 0.0% |
| 30D | +1.1% | +6.7% | -5.6% | +0.7% |
| 3M | +7.9% | +16.0% | -8.1% | +6.9% |
| 6M | +6.2% | +45.4% | -39.2% | +3.9% |
| YTD | +17.7% | -18.1% | +35.9% | +18.4% |
| 1Y | +32.9% | -53.6% | +86.4% | +37.3% |
| 3Y | +129.7% | -11.0% | +140.7% | +123.2% |
| 5Y | +89.3% | -17.1% | +106.4% | +73.2% |
| All | +78.7% | +1.6% | +77.0% | +58.1% |
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 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