+121.1%
DPZ vs VFC
-44.8%
+165.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +3.7% | +7.7% | -4.0% | +2.8% |
| 30D | +8.0% | +39.2% | -31.2% | +4.2% |
| 3M | -4.2% | +40.3% | -44.5% | -7.7% |
| 6M | +4.6% | +11.4% | -6.8% | +2.8% |
| YTD | -18.4% | +17.5% | -36.0% | -20.6% |
| 1Y | -16.8% | +45.9% | -62.6% | -21.0% |
| 3Y | -5.0% | +47.3% | -52.3% | -14.1% |
| 5Y | -27.8% | -67.2% | +39.4% | -23.1% |
| 10Y | +121.1% | -46.1% | +167.2% | +136.3% |
| All | +121.1% | -44.8% | +165.9% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling