-3.6%
DDOG vs VTI
+64.1%
-67.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.5% |
| 7D | +2.9% | +2.5% | +0.3% | -1.6% |
| 30D | -31.6% | -1.5% | -30.1% | -29.6% |
| 3M | -27.0% | -3.2% | -23.8% | -22.5% |
| 6M | -10.3% | +2.3% | -12.6% | -13.8% |
| YTD | +35.4% | +11.6% | +23.8% | +11.6% |
| 1Y | -1.0% | +13.8% | -14.7% | -21.0% |
| 3Y | +76.7% | +77.4% | -0.8% | -41.3% |
| All | -3.6% | +64.1% | -67.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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