+34.4%
DLTR vs VLTO
+56.3%
-21.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.0% | +1.6% | +3.4% | +4.5% |
| 30D | +18.7% | +22.0% | -3.3% | +11.4% |
| 3M | +8.9% | +21.9% | -13.0% | +2.1% |
| 6M | +49.4% | +36.5% | +12.9% | +35.1% |
| YTD | +14.5% | +19.0% | -4.5% | +7.8% |
| 1Y | +32.5% | +21.0% | +11.5% | +23.8% |
| 3Y | +23.4% | +69.9% | -46.4% | +6.3% |
| All | +34.4% | +56.3% | -21.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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