-28.8%
DPZ vs VTEB
+2.2%
-31.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -2.5% | -0.8% | -1.8% | -1.8% |
| 30D | -7.0% | -1.3% | -5.6% | -5.8% |
| 3M | +11.6% | -2.1% | +13.7% | +13.9% |
| 6M | -15.2% | -1.7% | -13.5% | -13.8% |
| YTD | -17.2% | -0.6% | -16.7% | -16.8% |
| 1Y | -24.8% | +3.1% | -27.9% | -27.0% |
| 3Y | -8.7% | +9.2% | -17.9% | -17.9% |
| All | -28.8% | +2.2% | -31.1% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling