+1,332.5%
DLTR vs EFV
+252.1%
+1,080.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -9.4% | -2.0% | -7.4% | -8.6% |
| 30D | -7.3% | -0.2% | -7.2% | -7.2% |
| 3M | +7.6% | +9.1% | -1.6% | +3.4% |
| 6M | +1.6% | +11.7% | -10.1% | -3.4% |
| YTD | -3.5% | +17.0% | -20.6% | -10.2% |
| 1Y | +20.0% | +26.7% | -6.7% | +7.9% |
| 3Y | +2.3% | +90.2% | -87.9% | -23.4% |
| 5Y | +31.5% | +96.1% | -64.6% | -3.2% |
| 10Y | +45.4% | +164.5% | -119.1% | -5.9% |
| All | +1,332.5% | +252.1% | +1,080.4% | +824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling