+391.0%
DDOG vs VFC
-70.7%
+461.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.4% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -35.8% | +30.7% | -66.5% | -39.4% |
| 3M | -25.3% | +40.6% | -65.9% | -30.6% |
| 6M | -8.9% | +16.5% | -25.3% | -13.0% |
| YTD | +35.6% | +16.2% | +19.4% | +28.5% |
| 1Y | -6.8% | +42.4% | -49.3% | -16.0% |
| 3Y | +77.9% | +48.1% | +29.8% | +44.0% |
| 5Y | -3.1% | -67.8% | +64.7% | +15.2% |
| All | +391.0% | -70.7% | +461.7% | +411.5% |
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 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