+390.4%
DDOG vs VCLT
-5.0%
+395.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +2.9% | -2.3% | +5.1% | +4.5% |
| 30D | -31.6% | +0.8% | -32.4% | -32.2% |
| 3M | -27.0% | -2.7% | -24.3% | -25.8% |
| 6M | -10.3% | -4.3% | -6.0% | -7.8% |
| YTD | +35.4% | -4.3% | +39.7% | +39.2% |
| 1Y | -1.0% | -4.4% | +3.4% | +1.8% |
| 3Y | +76.7% | +13.8% | +62.9% | +57.8% |
| 5Y | -4.6% | -17.0% | +12.4% | +2.7% |
| All | +390.4% | -5.0% | +395.4% | +485.4% |
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