+391.2%
DDOG vs VCIT
+13.5%
+377.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.0% |
| 7D | +5.6% | -1.4% | +7.0% | +7.7% |
| 30D | -34.9% | +0.8% | -35.7% | -35.9% |
| 3M | -23.4% | -1.7% | -21.7% | -21.8% |
| 6M | -7.7% | -2.1% | -5.7% | -5.3% |
| YTD | +35.6% | -2.0% | +37.7% | +39.0% |
| 1Y | -3.4% | -1.5% | -1.9% | -1.9% |
| 3Y | +78.0% | +19.0% | +59.0% | +34.0% |
| 5Y | -4.4% | +3.8% | -8.2% | -15.3% |
| All | +391.2% | +13.5% | +377.8% | +447.9% |
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