+2.3%
DLTR vs VCLT
+11.3%
-9.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -9.4% | -1.3% | -8.2% | -9.0% |
| 30D | -7.3% | -1.1% | -6.2% | -6.9% |
| 3M | +7.6% | -3.7% | +11.2% | +9.2% |
| 6M | +1.6% | -4.0% | +5.6% | +3.3% |
| YTD | -3.5% | -3.4% | -0.2% | -2.0% |
| 1Y | +20.0% | -4.1% | +24.2% | +22.2% |
| All | +2.3% | +11.3% | -9.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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