-6.4%
DDOG vs VCIT
+3.2%
-9.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.7% |
| 7D | -23.9% | +0.1% | -24.0% | -24.1% |
| 30D | -34.0% | +1.9% | -35.9% | -36.3% |
| 3M | -21.9% | -1.4% | -20.5% | -20.3% |
| 6M | +24.6% | -2.1% | +26.7% | +28.8% |
| YTD | +31.7% | -1.6% | +33.3% | +34.8% |
| 1Y | -6.2% | -0.9% | -5.3% | -5.3% |
| 3Y | +125.1% | +20.0% | +105.1% | +53.4% |
| All | -6.4% | +3.2% | -9.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling