+499.9%
DDOG vs VFC
-81.8%
+581.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.4% | +7.6% |
| 7D | +7.7% | -2.3% | +10.0% | +8.1% |
| 30D | -13.6% | -13.4% | -0.3% | -11.2% |
| 3M | -0.9% | -23.7% | +22.8% | +3.7% |
| 6M | +75.2% | -24.5% | +99.7% | +82.3% |
| YTD | +65.7% | -27.8% | +93.5% | +73.5% |
| 1Y | +60.4% | -13.5% | +73.8% | +59.3% |
| 3Y | +130.7% | -27.1% | +157.8% | +117.3% |
| 5Y | +59.9% | -79.0% | +138.9% | +108.5% |
| All | +499.9% | -81.8% | +581.7% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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