+43.4%
DLTR vs VMC
+156.6%
-113.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -10.1% | -3.8% | -6.3% | -9.0% |
| 30D | -8.1% | -9.7% | +1.6% | -5.4% |
| 3M | +2.9% | -9.6% | +12.5% | +5.7% |
| 6M | +4.3% | -4.8% | +9.2% | +5.6% |
| YTD | -3.9% | -10.9% | +6.9% | -1.3% |
| 1Y | +18.9% | -15.6% | +34.5% | +24.1% |
| 3Y | +1.9% | +19.3% | -17.4% | -4.9% |
| 5Y | +31.0% | +48.0% | -17.0% | +13.7% |
| All | +43.4% | +156.6% | -113.1% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling