+121.1%
DPZ vs VCLT
+20.2%
+100.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.7% | +1.2% | +2.4% | +3.2% |
| 30D | +8.0% | +3.4% | +4.6% | +6.8% |
| 3M | -4.2% | -0.9% | -3.3% | -3.9% |
| 6M | +4.6% | -3.1% | +7.7% | +5.7% |
| YTD | -18.4% | -2.4% | -16.1% | -17.8% |
| 1Y | -16.8% | -2.7% | -14.1% | -16.0% |
| 3Y | -5.0% | +16.9% | -21.9% | -9.9% |
| 5Y | -27.8% | -17.0% | -10.8% | -26.3% |
| 10Y | +121.1% | +22.1% | +99.0% | +105.4% |
| All | +121.1% | +20.2% | +100.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling