+55.0%
DDOG vs VT
+66.2%
-11.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -10.1% | +0.4% | -10.6% | -10.8% |
| 30D | -24.8% | +1.0% | -25.8% | -26.0% |
| 3M | -12.6% | +2.4% | -15.0% | -16.5% |
| 6M | +79.9% | +12.0% | +67.9% | +44.4% |
| YTD | +56.6% | +15.3% | +41.2% | +19.3% |
| 1Y | +61.6% | +22.6% | +39.0% | +9.7% |
| 3Y | +117.9% | +74.7% | +43.2% | -27.7% |
| All | +55.0% | +66.2% | -11.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling