+50.6%
DDOG vs VSH
+65.5%
-14.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | -6.1% | +6.2% | -12.3% | -7.9% |
| 30D | -10.1% | -11.1% | +1.0% | -7.4% |
| 3M | -9.3% | -44.9% | +35.7% | +5.4% |
| 6M | +67.2% | +90.0% | -22.8% | +16.7% |
| YTD | +54.6% | +118.8% | -64.2% | -0.3% |
| 1Y | +54.1% | +109.0% | -54.9% | -0.1% |
| 3Y | +115.3% | +35.6% | +79.6% | +66.7% |
| 5Y | +50.6% | +66.7% | -16.1% | -8.1% |
| All | +50.6% | +65.5% | -14.9% | -8.1% |
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