+18.5%
DLTR vs VT
+53.4%
-34.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -5.1% |
| 7D | -2.0% | -2.3% | +0.3% | -0.2% |
| 30D | +12.8% | -5.0% | +17.7% | +17.0% |
| 3M | +1.1% | -4.9% | +6.0% | +4.8% |
| 6M | +35.9% | -1.5% | +37.4% | +37.0% |
| YTD | +6.6% | +8.5% | -1.9% | +0.1% |
| 1Y | +28.6% | +11.4% | +17.2% | +18.5% |
| 3Y | +14.0% | +70.1% | -56.0% | -23.1% |
| All | +18.5% | +53.4% | -34.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling