-25.8%
DPZ vs VFC
-67.9%
+42.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | +9.5% | +10.9% | -1.4% | +8.2% |
| 30D | +12.8% | +40.6% | -27.8% | +8.4% |
| 3M | -6.2% | +34.4% | -40.7% | -9.5% |
| 6M | +4.3% | +12.3% | -8.0% | +2.2% |
| YTD | -16.6% | +14.4% | -31.0% | -18.7% |
| 1Y | -12.8% | +40.6% | -53.4% | -17.2% |
| 3Y | -0.8% | +40.1% | -41.0% | -10.9% |
| 5Y | -25.8% | -67.6% | +41.8% | -4.5% |
| All | -25.8% | -67.9% | +42.1% | -4.5% |
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 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