+10,513.3%
DLTR vs VFC
+402.7%
+10,110.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.8% | -5.0% |
| 7D | -5.8% | +0.8% | -6.7% | -6.1% |
| 30D | -5.2% | -11.9% | +6.7% | -1.4% |
| 3M | +15.2% | -20.2% | +35.3% | +22.3% |
| 6M | +7.1% | -23.0% | +30.1% | +14.6% |
| YTD | +0.8% | -26.2% | +27.1% | +8.7% |
| 1Y | +24.8% | -13.3% | +38.1% | +26.6% |
| 3Y | +6.9% | -25.5% | +32.4% | 0.0% |
| 5Y | +33.2% | -78.1% | +111.4% | +85.3% |
| 10Y | +51.6% | -68.8% | +120.4% | +68.8% |
| All | +10,513.3% | +402.7% | +10,110.6% | +3,715.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling