+130.9%
DPZ vs VSH
+117.5%
+13.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.4% |
| 7D | +2.2% | -1.6% | +3.7% | +2.1% |
| 30D | +6.7% | -21.3% | +28.0% | +8.6% |
| 3M | -4.5% | -18.9% | +14.4% | -3.5% |
| 6M | +3.3% | -21.4% | +24.7% | +1.4% |
| YTD | -19.4% | +86.8% | -106.3% | -31.7% |
| 1Y | -17.3% | +85.8% | -103.0% | -29.9% |
| 3Y | -8.4% | +30.1% | -38.5% | -20.1% |
| 5Y | -28.2% | +42.8% | -71.0% | -39.1% |
| 10Y | +130.9% | +121.2% | +9.7% | +88.5% |
| All | +130.9% | +117.5% | +13.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling