+59.9%
DDOG vs VCLT
-15.5%
+75.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.3% | +7.3% |
| 7D | +7.7% | 0.0% | +7.7% | +7.6% |
| 30D | -13.6% | +0.1% | -13.7% | -13.8% |
| 3M | -0.9% | -2.9% | +2.0% | +1.7% |
| 6M | +75.2% | -4.0% | +79.2% | +81.7% |
| YTD | +65.7% | -2.2% | +67.9% | +68.9% |
| 1Y | +60.4% | -2.6% | +63.0% | +64.1% |
| 3Y | +130.7% | +12.3% | +118.4% | +99.5% |
| 5Y | +59.9% | -16.4% | +76.3% | +99.7% |
| All | +59.9% | -15.5% | +75.4% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling