+76.3%
DLTR vs VFC
-48.6%
+124.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.1% |
| 7D | +5.3% | +1.6% | +3.7% | +4.8% |
| 30D | +13.4% | +25.5% | -12.1% | +7.1% |
| 3M | +6.6% | +41.3% | -34.7% | -2.4% |
| 6M | +59.1% | +22.2% | +36.9% | +49.8% |
| YTD | +12.3% | +16.4% | -4.2% | +6.3% |
| 1Y | +33.9% | +38.4% | -4.6% | +21.3% |
| 3Y | +23.0% | +56.2% | -33.2% | -1.4% |
| 5Y | +22.1% | -68.2% | +90.3% | +51.7% |
| All | +76.3% | -48.6% | +124.9% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling