+80.6%
VUG vs DUOL
+2.7%
+77.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.1% |
| 7D | -1.9% | -8.6% | +6.7% | -0.7% |
| 30D | -1.6% | +7.2% | -8.7% | -2.8% |
| 3M | +4.4% | +19.1% | -14.7% | +0.9% |
| 6M | +13.2% | +52.5% | -39.3% | +4.8% |
| YTD | +7.5% | -17.3% | +24.8% | +8.6% |
| 1Y | +12.5% | -49.2% | +61.7% | +21.1% |
| 3Y | +86.0% | -7.3% | +93.2% | +72.9% |
| 5Y | +76.5% | -16.3% | +92.8% | +46.8% |
| All | +80.6% | +2.7% | +77.9% | +48.7% |
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 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