-8.4%
DPZ vs VFC
-28.0%
+19.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.9% |
| 7D | -2.5% | -1.6% | -0.9% | -2.4% |
| 30D | -7.0% | -11.6% | +4.7% | -6.0% |
| 3M | +11.6% | -18.1% | +29.7% | +13.1% |
| 6M | -15.2% | -27.4% | +12.2% | -13.4% |
| YTD | -17.2% | -24.8% | +7.6% | -15.9% |
| 1Y | -24.8% | -8.2% | -16.6% | -25.0% |
| All | -8.4% | -28.0% | +19.6% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling