+79.2%
DDOG vs VFC
+42.8%
+36.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | -16.9% | +7.7% | -24.6% | -17.6% |
| 30D | -38.8% | +39.2% | -78.0% | -41.4% |
| 3M | -23.2% | +40.3% | -63.5% | -26.6% |
| 6M | -10.3% | +11.4% | -21.6% | -12.3% |
| YTD | +32.1% | +17.5% | +14.6% | +27.6% |
| 1Y | -6.1% | +45.9% | -51.9% | -12.5% |
| 3Y | +79.2% | +47.3% | +31.9% | +63.8% |
| All | +79.2% | +42.8% | +36.4% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling