+61.7%
DDOG vs VTV
+78.5%
-16.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.7% |
| 7D | +3.2% | -2.1% | +5.3% | +6.0% |
| 30D | -10.2% | -1.3% | -8.8% | -8.7% |
| 3M | -2.6% | +5.6% | -8.2% | -9.5% |
| 6M | +80.1% | +12.4% | +67.8% | +52.9% |
| YTD | +63.0% | +17.6% | +45.4% | +29.5% |
| 1Y | +59.4% | +23.5% | +35.9% | +18.1% |
| 3Y | +127.0% | +67.0% | +60.0% | +5.5% |
| 5Y | +61.7% | +80.5% | -18.9% | -26.8% |
| All | +61.7% | +78.5% | -16.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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