+467.1%
DDOG vs VFC
-81.0%
+548.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.3% |
| 7D | -10.1% | -1.6% | -8.5% | -9.9% |
| 30D | -24.8% | -11.6% | -13.2% | -22.8% |
| 3M | -12.6% | -18.1% | +5.5% | -9.8% |
| 6M | +79.9% | -27.4% | +107.3% | +88.8% |
| YTD | +56.6% | -24.8% | +81.4% | +62.7% |
| 1Y | +61.6% | -8.2% | +69.8% | +58.5% |
| 3Y | +117.9% | -29.1% | +147.0% | +108.1% |
| 5Y | +54.2% | -79.2% | +133.4% | +100.9% |
| All | +467.1% | -81.0% | +548.1% | +547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling