-25.8%
DPZ vs VEU
+45.3%
-71.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +2.2% |
| 7D | +9.5% | -3.4% | +12.9% | +11.5% |
| 30D | +12.8% | -5.6% | +18.4% | +16.2% |
| 3M | -6.2% | -6.2% | 0.0% | -3.1% |
| 6M | +4.3% | -2.0% | +6.2% | +4.1% |
| YTD | -16.6% | +8.5% | -25.1% | -22.6% |
| 1Y | -12.8% | +12.1% | -24.9% | -21.0% |
| 3Y | -0.8% | +64.7% | -65.5% | -32.4% |
| 5Y | -25.8% | +45.3% | -71.1% | -45.5% |
| All | -25.8% | +45.3% | -71.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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