+376.8%
DDOG vs VT
+130.1%
+246.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.2% |
| 7D | -23.9% | -2.3% | -21.6% | -21.7% |
| 30D | -34.0% | -5.0% | -29.1% | -29.1% |
| 3M | -21.9% | -4.9% | -17.0% | -16.3% |
| 6M | +24.6% | -1.5% | +26.1% | +26.8% |
| YTD | +31.7% | +8.5% | +23.2% | +17.0% |
| 1Y | -6.2% | +11.4% | -17.5% | -19.5% |
| 3Y | +125.1% | +70.1% | +55.0% | +8.7% |
| 5Y | -3.5% | +53.7% | -57.2% | -44.9% |
| All | +376.8% | +130.1% | +246.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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