+43.4%
DLTR vs ET
+177.0%
-133.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | -8.1% | +2.9% | -11.0% | -8.6% |
| 3M | +2.9% | +16.8% | -13.9% | -0.2% |
| 6M | +4.3% | +18.9% | -14.5% | +0.7% |
| YTD | -3.9% | +37.7% | -41.6% | -10.1% |
| 1Y | +18.9% | +32.4% | -13.5% | +12.1% |
| 3Y | +1.9% | +99.5% | -97.6% | -11.9% |
| 5Y | +31.0% | +244.0% | -213.0% | +1.4% |
| All | +43.4% | +177.0% | -133.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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