-31.7%
DPZ vs VT
+57.9%
-89.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -1.6% | +5.1% | +4.6% |
| 30D | +8.6% | -2.5% | +11.1% | +10.3% |
| 3M | -10.8% | -1.3% | -9.5% | -10.2% |
| 6M | -3.2% | +3.1% | -6.3% | -6.1% |
| YTD | -21.1% | +10.9% | -32.1% | -27.8% |
| 1Y | -18.2% | +12.1% | -30.3% | -25.8% |
| 3Y | -6.2% | +73.9% | -80.1% | -40.5% |
| All | -31.7% | +57.9% | -89.6% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling