+31.1%
DLTR vs VMC
-8.5%
+39.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +2.5% | -4.3% | +6.8% | +4.2% |
| 30D | +2.1% | -8.2% | +10.3% | +5.4% |
| 3M | +20.3% | -7.0% | +27.3% | +23.1% |
| 6M | +11.5% | -10.8% | +22.3% | +15.6% |
| YTD | +6.8% | -7.4% | +14.2% | +4.5% |
| 1Y | +31.1% | -9.5% | +40.6% | +30.6% |
| All | +31.1% | -8.5% | +39.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling