+390.4%
DDOG vs VFC
-70.6%
+461.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.8% |
| 7D | +2.9% | +1.6% | +1.2% | +2.5% |
| 30D | -31.6% | +25.5% | -57.1% | -34.9% |
| 3M | -27.0% | +41.3% | -68.3% | -32.2% |
| 6M | -10.3% | +22.2% | -32.5% | -15.2% |
| YTD | +35.4% | +16.4% | +19.0% | +28.3% |
| 1Y | -1.0% | +38.4% | -39.4% | -10.1% |
| 3Y | +76.7% | +56.2% | +20.4% | +40.9% |
| 5Y | -4.6% | -68.2% | +63.6% | +13.6% |
| All | +390.4% | -70.6% | +461.1% | +410.6% |
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