+375.1%
DDOG vs VCIT
+13.7%
+361.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.2% |
| 7D | -19.1% | +0.1% | -19.2% | -19.4% |
| 30D | -39.2% | +1.1% | -40.3% | -40.3% |
| 3M | -31.6% | -1.4% | -30.2% | -30.5% |
| 6M | -10.9% | -2.3% | -8.6% | -8.1% |
| YTD | +31.2% | -1.8% | +33.0% | +34.1% |
| 1Y | -10.7% | -1.0% | -9.7% | -9.8% |
| 3Y | +72.1% | +19.3% | +52.9% | +29.3% |
| 5Y | -5.5% | +3.8% | -9.3% | -16.3% |
| All | +375.1% | +13.7% | +361.4% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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