-5.5%
DDOG vs VSH
+46.3%
-51.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -19.1% | -1.6% | -17.5% | -18.9% |
| 30D | -39.2% | -21.3% | -17.9% | -34.8% |
| 3M | -31.6% | -18.9% | -12.7% | -28.0% |
| 6M | -10.9% | -21.4% | +10.6% | -12.5% |
| YTD | +31.2% | +86.8% | -55.7% | -12.6% |
| 1Y | -10.7% | +85.8% | -96.4% | -40.5% |
| 3Y | +72.1% | +30.1% | +42.0% | +25.6% |
| 5Y | -5.5% | +42.8% | -48.3% | -42.1% |
| All | -5.5% | +46.3% | -51.9% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling