-14.7%
DPZ vs VTEB
+9.0%
-23.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -3.7% |
| 7D | -7.3% | -0.7% | -6.6% | -6.7% |
| 30D | -7.6% | -2.1% | -5.5% | -5.9% |
| 3M | +1.8% | -2.7% | +4.5% | +4.1% |
| 6M | -21.8% | -2.1% | -19.7% | -20.4% |
| YTD | -22.0% | -1.1% | -20.9% | -21.3% |
| 1Y | -28.6% | +1.3% | -29.9% | -29.3% |
| All | -14.7% | +9.0% | -23.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling