+213.7%
VT vs DPZ
+123.5%
+90.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -2.3% | +6.6% | -8.9% | -3.4% |
| 30D | -5.0% | +10.3% | -15.2% | -6.7% |
| 3M | -4.9% | -6.2% | +1.3% | -4.0% |
| 6M | -1.5% | +4.2% | -5.8% | -2.9% |
| YTD | +8.5% | -18.4% | +26.9% | +11.8% |
| 1Y | +11.4% | -14.9% | +26.3% | +13.7% |
| 3Y | +70.1% | -4.6% | +74.7% | +67.8% |
| 5Y | +53.7% | -27.4% | +81.1% | +56.7% |
| All | +213.7% | +123.5% | +90.2% | +166.5% |
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