+118.3%
DPZ vs VT
+226.2%
-107.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -1.6% | +5.1% | +4.5% |
| 30D | +8.6% | -2.5% | +11.1% | +10.0% |
| 3M | -10.8% | -1.3% | -9.5% | -10.3% |
| 6M | -3.2% | +3.1% | -6.3% | -5.5% |
| YTD | -21.1% | +10.9% | -32.1% | -26.4% |
| 1Y | -18.2% | +12.1% | -30.3% | -24.2% |
| 3Y | -6.2% | +73.9% | -80.1% | -33.1% |
| 5Y | -28.3% | +58.0% | -86.3% | -46.6% |
| All | +118.3% | +226.2% | -107.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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