+30.6%
VCIT vs DPZ
+116.9%
-86.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.6% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | +1.1% | +6.7% | -5.6% | +0.9% |
| 3M | -1.4% | -4.5% | +3.2% | -1.2% |
| 6M | -2.3% | +3.3% | -5.6% | -2.5% |
| YTD | -1.8% | -19.4% | +17.6% | -1.2% |
| 1Y | -1.0% | -17.3% | +16.3% | -0.5% |
| 3Y | +19.3% | -8.4% | +27.6% | +19.1% |
| 5Y | +3.8% | -28.2% | +32.0% | +3.8% |
| 10Y | +30.6% | +130.9% | -100.3% | +28.4% |
| All | +30.6% | +116.9% | -86.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling