-16.2%
DPZ vs VFC
+42.4%
-58.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +3.7% | +7.7% | -4.0% | +2.7% |
| 30D | +8.0% | +39.2% | -31.2% | +3.7% |
| 3M | -4.2% | +40.3% | -44.5% | -8.2% |
| 6M | +4.6% | +11.4% | -6.8% | +1.9% |
| YTD | -18.4% | +17.5% | -36.0% | -22.3% |
| All | -16.2% | +42.4% | -58.6% | -23.5% |
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