+43.4%
DLTR vs FTV
+80.7%
-37.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -10.1% | -4.0% | -6.1% | -8.6% |
| 30D | -8.1% | -11.0% | +2.9% | -3.9% |
| 3M | +2.9% | -8.4% | +11.3% | +6.0% |
| 6M | +4.3% | -2.6% | +6.9% | +4.4% |
| YTD | -3.9% | -0.6% | -3.3% | -5.3% |
| 1Y | +18.9% | +11.0% | +7.9% | +11.8% |
| 3Y | +1.9% | -6.3% | +8.3% | +1.8% |
| 5Y | +31.0% | -1.5% | +32.5% | +26.1% |
| All | +43.4% | +80.7% | -37.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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