-3.6%
DDOG vs VCIT
+3.7%
-7.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +2.9% | -1.4% | +4.3% | +5.2% |
| 30D | -31.6% | +0.6% | -32.2% | -32.6% |
| 3M | -27.0% | -2.2% | -24.8% | -24.6% |
| 6M | -10.3% | -2.3% | -8.0% | -7.1% |
| YTD | +35.4% | -2.2% | +37.6% | +39.6% |
| 1Y | -1.0% | -1.4% | +0.4% | +0.5% |
| 3Y | +76.7% | +18.7% | +57.9% | +22.6% |
| All | -3.6% | +3.7% | -7.3% | -14.9% |
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 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