+30.6%
DLTR vs FTV
+89.3%
-58.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.9% | -5.3% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -5.2% | -8.3% | +3.1% | -2.1% |
| 3M | +15.2% | -7.4% | +22.6% | +18.1% |
| 6M | +7.1% | -1.2% | +8.3% | +6.6% |
| YTD | +0.8% | +2.7% | -1.9% | -1.8% |
| 1Y | +24.8% | +18.4% | +6.3% | +14.4% |
| 3Y | +6.9% | -2.0% | +9.0% | +4.9% |
| 5Y | +33.2% | +3.4% | +29.8% | +26.0% |
| 10Y | +51.6% | +78.5% | -26.9% | +14.9% |
| All | +30.6% | +89.3% | -58.7% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling