-28.2%
DPZ vs VFC
-67.2%
+39.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | +2.2% | +3.5% | -1.3% | +1.8% |
| 30D | +6.7% | +38.3% | -31.6% | +2.7% |
| 3M | -4.5% | +40.2% | -44.7% | -8.3% |
| 6M | +3.3% | +10.6% | -7.3% | +1.5% |
| YTD | -19.4% | +16.7% | -36.2% | -21.7% |
| 1Y | -17.3% | +45.0% | -62.3% | -21.7% |
| 3Y | -8.4% | +48.8% | -57.2% | -18.5% |
| 5Y | -28.2% | -67.6% | +39.4% | -6.8% |
| All | -28.2% | -67.2% | +39.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling