+396.3%
VUG vs DPZ
+125.0%
+271.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +0.5% | +3.7% | -3.2% | -0.4% |
| 30D | -8.2% | +8.0% | -16.2% | -10.0% |
| 3M | -5.4% | -4.2% | -1.3% | -4.8% |
| 6M | -2.5% | +4.6% | -7.1% | -4.5% |
| YTD | +4.2% | -18.4% | +22.6% | +8.4% |
| 1Y | +5.0% | -16.8% | +21.8% | +8.6% |
| 3Y | +81.7% | -5.0% | +86.8% | +77.9% |
| 5Y | +62.5% | -27.8% | +90.3% | +67.7% |
| 10Y | +396.3% | +121.1% | +275.2% | +305.9% |
| All | +396.3% | +125.0% | +271.3% | +305.9% |
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