+80.5%
DLTR vs VT
+223.7%
-143.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +2.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +15.7% | -2.6% | +18.3% | +18.1% |
| 3M | +4.8% | -3.2% | +8.1% | +7.5% |
| 6M | +45.6% | +0.9% | +44.7% | +44.2% |
| YTD | +11.6% | +11.3% | +0.3% | +2.4% |
| 1Y | +29.8% | +14.0% | +15.8% | +17.0% |
| 3Y | +20.8% | +75.8% | -55.1% | -22.7% |
| 5Y | +23.5% | +57.8% | -34.4% | -14.4% |
| 10Y | +80.5% | +219.8% | -139.3% | -30.8% |
| All | +80.5% | +223.7% | -143.2% | -30.8% |
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