+459.9%
DDOG vs VTV
+136.6%
+323.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.6% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | -10.1% | +0.1% | -10.3% | -10.3% |
| 3M | -9.3% | +6.2% | -15.5% | -13.9% |
| 6M | +67.2% | +13.5% | +53.7% | +49.3% |
| YTD | +54.6% | +18.9% | +35.7% | +32.3% |
| 1Y | +54.1% | +25.8% | +28.3% | +25.6% |
| 3Y | +115.3% | +68.7% | +46.5% | +37.1% |
| 5Y | +50.6% | +80.3% | -29.7% | -6.1% |
| All | +459.9% | +136.6% | +323.3% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling