+499.9%
DDOG vs VTEB
+9.0%
+490.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.7% |
| 7D | +7.7% | -0.7% | +8.4% | +8.4% |
| 30D | -13.6% | -2.1% | -11.6% | -11.8% |
| 3M | -0.9% | -2.7% | +1.8% | +1.8% |
| 6M | +75.2% | -2.1% | +77.3% | +79.1% |
| YTD | +65.7% | -1.1% | +66.8% | +67.6% |
| 1Y | +60.4% | +1.3% | +59.1% | +58.5% |
| 3Y | +130.7% | +9.0% | +121.7% | +109.7% |
| 5Y | +59.9% | +1.5% | +58.4% | +53.1% |
| All | +499.9% | +9.0% | +490.9% | +517.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 all: compounded portfolio wealth divided by compounded VTEB 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…
all analysis · Full analysis span regression · 6 months rolling