-67.7%
DLTH vs VT
+233.8%
-301.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +0.5% |
| 7D | +4.3% | -0.3% | +4.6% | +4.6% |
| 30D | +7.6% | -1.4% | +9.0% | +9.3% |
| 3M | +5.5% | -1.4% | +6.9% | +7.4% |
| 6M | +33.2% | +5.5% | +27.8% | +25.5% |
| YTD | +112.0% | +12.8% | +99.2% | +84.7% |
| 1Y | +63.3% | +15.4% | +47.9% | +38.7% |
| 3Y | -12.5% | +76.9% | -89.4% | -54.2% |
| 5Y | -72.1% | +60.4% | -132.5% | -83.5% |
| 10Y | -83.7% | +232.8% | -316.4% | -95.6% |
| All | -67.7% | +233.8% | -301.5% | -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