+263.7%
DPZ vs VTEB
+28.5%
+235.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +3.7% | +1.1% | +2.5% | +3.3% |
| 30D | +8.0% | +4.5% | +3.6% | +6.5% |
| 3M | -4.2% | -0.2% | -4.0% | -4.1% |
| 6M | +4.6% | -0.2% | +4.8% | +4.7% |
| YTD | -18.4% | +0.8% | -19.3% | -18.6% |
| 1Y | -16.8% | +1.3% | -18.0% | -17.1% |
| 3Y | -5.0% | +12.2% | -17.2% | -8.2% |
| 5Y | -27.8% | +3.8% | -31.6% | -29.7% |
| 10Y | +121.1% | +23.1% | +97.9% | +132.1% |
| All | +263.7% | +28.5% | +235.2% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling