+5,666.8%
DPZ vs VFC
+226.7%
+5,440.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.0% |
| 7D | +9.5% | +10.9% | -1.4% | +6.7% |
| 30D | +12.8% | +40.6% | -27.8% | +3.6% |
| 3M | -6.2% | +34.4% | -40.7% | -13.1% |
| 6M | +4.3% | +12.3% | -8.0% | -0.1% |
| YTD | -16.6% | +14.4% | -31.0% | -21.2% |
| 1Y | -12.8% | +40.6% | -53.4% | -22.2% |
| 3Y | -0.8% | +40.1% | -41.0% | -22.6% |
| 5Y | -25.8% | -67.6% | +41.8% | -9.1% |
| 10Y | +130.9% | -45.9% | +176.8% | +86.3% |
| All | +5,666.8% | +226.7% | +5,440.1% | +1,516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling