+76.0%
VUG vs DUOL
-11.2%
+87.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | +0.1% | -11.8% | +11.9% | +1.9% |
| 30D | -1.7% | +1.5% | -3.2% | -2.2% |
| 3M | +2.8% | +18.1% | -15.3% | -0.6% |
| 6M | +13.6% | +38.7% | -25.1% | +6.5% |
| YTD | +8.1% | -20.7% | +28.7% | +9.9% |
| 1Y | +13.1% | -49.1% | +62.2% | +21.7% |
| 3Y | +87.0% | -11.0% | +98.0% | +74.3% |
| 5Y | +76.0% | -18.0% | +93.9% | +45.2% |
| All | +76.0% | -11.2% | +87.1% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling