+10,513.3%
DLTR vs VMC
+2,256.4%
+8,256.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.1% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -5.2% | -9.1% | +3.9% | -2.6% |
| 3M | +15.2% | -4.1% | +19.3% | +16.4% |
| 6M | +7.1% | -5.5% | +12.7% | +8.7% |
| YTD | +0.8% | -8.9% | +9.8% | +3.0% |
| 1Y | +24.8% | -12.9% | +37.7% | +29.2% |
| 3Y | +6.9% | +22.1% | -15.2% | -1.2% |
| 5Y | +33.2% | +52.7% | -19.5% | +14.1% |
| 10Y | +51.6% | +152.7% | -101.2% | +5.0% |
| All | +10,513.3% | +2,256.4% | +8,256.9% | +2,810.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling