+2.3%
DLTR vs VMC
+17.8%
-15.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -9.4% | -3.7% | -5.7% | -8.3% |
| 30D | -7.3% | -12.8% | +5.4% | -3.4% |
| 3M | +7.6% | -7.9% | +15.5% | +10.1% |
| 6M | +1.6% | -7.5% | +9.1% | +3.9% |
| YTD | -3.5% | -11.6% | +8.1% | -0.8% |
| 1Y | +20.0% | -14.3% | +34.3% | +24.6% |
| All | +2.3% | +17.8% | -15.4% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling