+5,622.1%
DPZ vs VSH
+200.2%
+5,421.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.8% |
| 7D | -2.5% | +4.1% | -6.6% | -3.5% |
| 30D | -7.0% | -4.2% | -2.8% | -6.5% |
| 3M | +11.6% | -50.0% | +61.6% | +27.5% |
| 6M | -15.2% | +80.2% | -95.4% | -32.5% |
| YTD | -17.2% | +121.1% | -138.3% | -38.2% |
| 1Y | -24.8% | +112.0% | -136.8% | -43.8% |
| 3Y | -8.7% | +22.5% | -31.2% | -24.3% |
| 5Y | -28.9% | +64.0% | -93.0% | -47.1% |
| 10Y | +153.6% | +170.4% | -16.7% | +43.3% |
| All | +5,622.1% | +200.2% | +5,421.9% | +1,979.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling