+499.9%
DDOG vs VSH
+103.9%
+396.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.9% |
| 7D | +7.7% | +3.5% | +4.1% | +6.5% |
| 30D | -13.6% | -4.4% | -9.2% | -12.6% |
| 3M | -0.9% | -45.8% | +44.9% | +15.9% |
| 6M | +75.2% | +90.1% | -14.9% | +25.9% |
| YTD | +65.7% | +120.3% | -54.7% | +10.7% |
| 1Y | +60.4% | +112.2% | -51.9% | +7.5% |
| 3Y | +130.7% | +36.6% | +94.1% | +75.5% |
| 5Y | +59.9% | +67.0% | -7.1% | +10.1% |
| All | +499.9% | +103.9% | +396.0% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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