-66.9%
DLTH vs VT
+241.2%
-308.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +22.8% | +0.4% | +22.4% | +22.4% |
| 30D | +9.7% | +1.0% | +8.7% | +8.7% |
| 3M | +31.8% | +2.4% | +29.4% | +28.9% |
| 6M | +94.0% | +12.0% | +82.0% | +70.2% |
| YTD | +117.3% | +15.3% | +102.0% | +84.6% |
| 1Y | +25.9% | +22.6% | +3.3% | 0.0% |
| 3Y | -27.9% | +74.7% | -102.5% | -61.8% |
| 5Y | -70.5% | +66.1% | -136.7% | -83.3% |
| 10Y | -84.8% | +225.0% | -309.8% | -95.8% |
| All | -66.9% | +241.2% | -308.1% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling