+50.6%
DDOG vs VFC
-78.3%
+129.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | -10.1% | -11.9% | +1.8% | -7.7% |
| 3M | -9.3% | -20.2% | +10.9% | -5.7% |
| 6M | +67.2% | -23.0% | +90.2% | +73.6% |
| YTD | +54.6% | -26.2% | +80.8% | +61.6% |
| 1Y | +54.1% | -13.3% | +67.4% | +52.7% |
| 3Y | +115.3% | -25.5% | +140.7% | +100.0% |
| 5Y | +50.6% | -78.1% | +128.7% | +187.6% |
| All | +50.6% | -78.3% | +129.0% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling