+657.9%
DLTR vs VCLT
+103.3%
+554.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -5.2% | -0.6% | -4.7% | -5.2% |
| 3M | +15.2% | -2.2% | +17.4% | +15.6% |
| 6M | +7.1% | -2.9% | +10.0% | +7.6% |
| YTD | +0.8% | -2.1% | +2.9% | +1.2% |
| 1Y | +24.8% | -2.6% | +27.4% | +25.3% |
| 3Y | +6.9% | +12.5% | -5.6% | +5.5% |
| 5Y | +33.2% | -15.3% | +48.5% | +32.9% |
| 10Y | +51.6% | +16.6% | +34.9% | +51.8% |
| All | +657.9% | +103.3% | +554.6% | +744.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling