+1,112.0%
VST vs DPZ
+123.5%
+988.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.7% | +10.9% |
| 7D | -9.8% | +6.6% | -16.4% | -11.1% |
| 30D | -25.1% | +10.3% | -35.4% | -26.9% |
| 3M | -11.6% | -6.2% | -5.4% | -10.9% |
| 6M | -20.9% | +4.2% | -25.2% | -22.5% |
| YTD | -22.3% | -18.4% | -3.9% | -19.9% |
| 1Y | -32.0% | -14.9% | -17.1% | -30.7% |
| 3Y | +262.4% | -4.6% | +267.0% | +260.9% |
| 5Y | +563.4% | -27.4% | +590.8% | +580.5% |
| All | +1,112.0% | +123.5% | +988.6% | +961.4% |
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