+83.7%
DLTR vs VT
+224.4%
-140.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.2% |
| 30D | +21.5% | -1.7% | +23.3% | +23.2% |
| 3M | +11.6% | -2.3% | +13.9% | +13.6% |
| 6M | +58.7% | +1.5% | +57.2% | +56.5% |
| YTD | +16.2% | +12.0% | +4.1% | +6.0% |
| 1Y | +34.8% | +12.9% | +22.0% | +22.5% |
| 3Y | +25.3% | +74.9% | -49.7% | -19.5% |
| 5Y | +25.8% | +59.9% | -34.1% | -13.6% |
| 10Y | +83.7% | +224.6% | -141.0% | -32.1% |
| All | +83.7% | +224.4% | -140.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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