+145.0%
DPZ vs VSH
+115.4%
+29.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.8% | +2.9% |
| 7D | +2.2% | +14.3% | -12.1% | +0.8% |
| 30D | +15.5% | -7.9% | +23.3% | +15.7% |
| 3M | -2.0% | -19.9% | +17.8% | -0.9% |
| 6M | +12.1% | -30.5% | +42.7% | +12.2% |
| YTD | -16.6% | +85.7% | -102.2% | -29.3% |
| 1Y | -14.6% | +98.9% | -113.5% | -28.5% |
| 3Y | -4.1% | +32.1% | -36.2% | -16.8% |
| 5Y | -28.3% | +39.7% | -68.0% | -39.1% |
| All | +145.0% | +115.4% | +29.6% | +93.5% |
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