+5,412.7%
DPZ vs VCLT
+103.4%
+5,309.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -7.0% | -0.9% | -6.1% | -6.8% |
| 3M | +11.6% | -3.2% | +14.8% | +12.1% |
| 6M | -15.2% | -3.8% | -11.4% | -14.7% |
| YTD | -17.2% | -2.0% | -15.2% | -17.0% |
| 1Y | -24.8% | -0.8% | -24.0% | -24.8% |
| 3Y | -8.7% | +12.3% | -20.9% | -10.0% |
| 5Y | -28.9% | -15.4% | -13.5% | -30.4% |
| 10Y | +153.6% | +15.7% | +137.9% | +161.5% |
| All | +5,412.7% | +103.4% | +5,309.3% | +7,607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling