+489.1%
DDOG vs VCLT
-4.0%
+493.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +3.9% | -1.4% | +5.2% | +4.9% |
| 30D | -8.2% | -1.2% | -7.0% | -7.4% |
| 3M | -5.6% | -4.8% | -0.8% | -2.3% |
| 6M | +73.5% | -2.6% | +76.1% | +76.6% |
| YTD | +62.7% | -3.3% | +66.0% | +66.6% |
| 1Y | +59.0% | -4.8% | +63.8% | +64.7% |
| 3Y | +117.1% | +11.5% | +105.6% | +97.8% |
| 5Y | +61.3% | -17.0% | +78.3% | +73.9% |
| All | +489.1% | -4.0% | +493.1% | +600.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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