+124.0%
DPZ vs VCLT
+18.4%
+105.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +10.3% | +3.7% | +6.6% | +9.0% |
| 3M | -6.2% | -1.0% | -5.2% | -5.8% |
| 6M | +4.2% | -3.4% | +7.6% | +5.4% |
| YTD | -18.4% | -2.6% | -15.8% | -17.7% |
| 1Y | -14.9% | -3.3% | -11.7% | -14.0% |
| 3Y | -4.6% | +17.3% | -22.0% | -9.5% |
| 5Y | -27.4% | -17.0% | -10.4% | -25.9% |
| All | +124.0% | +18.4% | +105.6% | +112.1% |
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