+43.4%
DLTR vs EFV
+169.9%
-126.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.2% |
| 7D | -10.1% | -0.8% | -9.3% | -9.5% |
| 30D | -8.1% | +0.6% | -8.8% | -8.5% |
| 3M | +2.9% | +7.5% | -4.7% | -2.2% |
| 6M | +4.3% | +13.0% | -8.7% | -4.3% |
| YTD | -3.9% | +18.3% | -22.2% | -14.7% |
| 1Y | +18.9% | +26.7% | -7.8% | +0.9% |
| 3Y | +1.9% | +89.6% | -87.7% | -34.9% |
| 5Y | +31.0% | +98.2% | -67.2% | -19.4% |
| All | +43.4% | +169.9% | -126.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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