-28.8%
DPZ vs VSH
+64.7%
-93.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.1% |
| 7D | -2.5% | +4.1% | -6.6% | -2.9% |
| 30D | -7.0% | -4.2% | -2.8% | -6.8% |
| 3M | +11.6% | -50.0% | +61.6% | +19.2% |
| 6M | -15.2% | +80.2% | -95.4% | -27.1% |
| YTD | -17.2% | +121.1% | -138.3% | -31.9% |
| 1Y | -24.8% | +112.0% | -136.8% | -38.1% |
| 3Y | -8.7% | +22.5% | -31.2% | -16.3% |
| All | -28.8% | +64.7% | -93.5% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling