+43.4%
DLTR vs VFC
-69.1%
+112.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.5% |
| 7D | -10.1% | -1.4% | -8.7% | -9.8% |
| 30D | -8.1% | -9.0% | +0.9% | -6.0% |
| 3M | +2.9% | -24.2% | +27.0% | +9.4% |
| 6M | +4.3% | -18.5% | +22.8% | +8.6% |
| YTD | -3.9% | -25.9% | +21.9% | +2.0% |
| 1Y | +18.9% | -13.0% | +31.9% | +20.4% |
| 3Y | +1.9% | -20.3% | +22.2% | -3.7% |
| 5Y | +31.0% | -78.1% | +109.1% | +78.0% |
| All | +43.4% | -69.1% | +112.5% | +46.7% |
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