+2.1%
DLTR vs FTV
-3.3%
+5.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.3% | -4.1% |
| 7D | -10.2% | -1.3% | -9.0% | -9.8% |
| 30D | -8.5% | -9.5% | +1.0% | -5.3% |
| 3M | +5.6% | -10.9% | +16.5% | +9.5% |
| 6M | +2.2% | -0.6% | +2.8% | +1.2% |
| YTD | -3.8% | +1.4% | -5.2% | -6.3% |
| 1Y | +22.9% | +17.6% | +5.3% | +11.4% |
| All | +2.1% | -3.3% | +5.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling