-14.5%
DPZ vs VFC
+52.5%
-66.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.9% |
| 7D | +10.1% | +21.5% | -11.4% | +7.6% |
| 30D | +14.6% | +46.7% | -32.1% | +9.7% |
| 3M | -6.8% | +38.4% | -45.1% | -10.3% |
| 6M | +4.4% | +15.2% | -10.8% | +1.4% |
| YTD | -16.8% | +17.8% | -34.6% | -20.4% |
| 1Y | -14.5% | +55.6% | -70.0% | -21.8% |
| All | -14.5% | +52.5% | -66.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling