+87.1%
VTRS vs DUOL
-9.6%
+96.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.2% | -7.0% | +4.8% | -1.6% |
| 30D | +3.3% | +6.7% | -3.4% | +2.6% |
| 3M | +2.0% | +16.0% | -14.0% | +0.4% |
| 6M | +19.9% | +45.4% | -25.5% | +15.5% |
| YTD | +35.7% | -18.1% | +53.9% | +36.9% |
| 1Y | +68.1% | -53.6% | +121.6% | +76.7% |
| 3Y | +87.1% | -11.0% | +98.1% | +85.7% |
| All | +87.1% | -9.6% | +96.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling