-4.6%
DPZ vs VFC
+39.5%
-44.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.6% | +11.2% | -4.6% | +5.5% |
| 30D | +10.3% | +41.5% | -31.2% | +6.8% |
| 3M | -6.2% | +38.9% | -45.1% | -9.0% |
| 6M | +4.2% | +6.1% | -1.9% | +3.1% |
| YTD | -18.4% | +14.5% | -32.9% | -20.1% |
| 1Y | -14.9% | +46.0% | -60.9% | -18.5% |
| 3Y | -4.6% | +36.4% | -41.0% | -10.5% |
| All | -4.6% | +39.5% | -44.2% | -10.5% |
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 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