+500.1%
VST vs DPZ
-27.3%
+527.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.4% | -6.2% |
| 7D | -19.9% | +9.5% | -29.4% | -21.7% |
| 30D | -29.7% | +12.8% | -42.5% | -31.8% |
| 3M | -19.6% | -6.2% | -13.3% | -18.6% |
| 6M | -29.4% | +4.3% | -33.7% | -30.9% |
| YTD | -29.7% | -16.6% | -13.1% | -26.7% |
| 1Y | -40.0% | -12.8% | -27.2% | -38.6% |
| 3Y | +231.0% | -0.8% | +231.8% | +226.7% |
| 5Y | +500.1% | -25.8% | +525.9% | +513.7% |
| All | +500.1% | -27.3% | +527.3% | +513.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling