+2.3%
DLTR vs VIG
+54.7%
-52.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | -9.4% | -2.2% | -7.2% | -7.5% |
| 30D | -7.3% | -3.2% | -4.1% | -4.4% |
| 3M | +7.6% | +3.0% | +4.5% | +4.8% |
| 6M | +1.6% | +8.1% | -6.6% | -5.1% |
| YTD | -3.5% | +9.1% | -12.6% | -10.4% |
| 1Y | +20.0% | +12.6% | +7.5% | +8.9% |
| All | +2.3% | +54.7% | -52.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling