+263.8%
DPZ vs VTEB
+28.3%
+235.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +6.6% | +1.0% | +5.5% | +6.2% |
| 30D | +10.3% | +4.9% | +5.3% | +8.6% |
| 3M | -6.2% | 0.0% | -6.2% | -6.1% |
| 6M | +4.2% | -0.3% | +4.5% | +4.4% |
| YTD | -18.4% | +0.7% | -19.1% | -18.5% |
| 1Y | -14.9% | +1.1% | -16.0% | -15.2% |
| 3Y | -4.6% | +12.7% | -17.3% | -7.9% |
| 5Y | -27.4% | +3.9% | -31.3% | -29.3% |
| 10Y | +125.9% | +21.7% | +104.2% | +134.3% |
| All | +263.8% | +28.3% | +235.5% | +318.5% |
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