+11,714.6%
DLTR vs VFC
+693.0%
+11,021.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.3% |
| 7D | +5.3% | +1.6% | +3.7% | +4.7% |
| 30D | +13.4% | +25.5% | -12.1% | +5.6% |
| 3M | +6.6% | +41.3% | -34.7% | -4.5% |
| 6M | +59.1% | +22.2% | +36.9% | +47.6% |
| YTD | +12.3% | +16.4% | -4.2% | +4.8% |
| 1Y | +33.9% | +38.4% | -4.6% | +18.0% |
| 3Y | +23.0% | +56.2% | -33.2% | -8.1% |
| 5Y | +22.1% | -68.2% | +90.3% | +51.6% |
| 10Y | +77.5% | -48.4% | +125.8% | +68.2% |
| All | +11,714.6% | +693.0% | +11,021.5% | +3,576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling