+11,144.7%
DLTR vs VFC
+412.2%
+10,732.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | +2.1% | -11.6% | +13.7% | +6.0% |
| 3M | +20.3% | -18.1% | +38.4% | +26.7% |
| 6M | +11.5% | -27.4% | +38.9% | +21.4% |
| YTD | +6.8% | -24.8% | +31.7% | +14.5% |
| 1Y | +31.1% | -8.2% | +39.3% | +30.5% |
| 3Y | +10.7% | -29.1% | +39.8% | +5.4% |
| 5Y | +41.6% | -79.2% | +120.8% | +100.5% |
| 10Y | +58.1% | -68.1% | +126.2% | +74.8% |
| All | +11,144.7% | +412.2% | +10,732.5% | +3,917.9% |
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