+1,083.3%
DLTR vs VT
+374.2%
+709.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +0.4% | +2.0% | +2.2% |
| 30D | +2.1% | +1.0% | +1.1% | +1.5% |
| 3M | +20.3% | +2.4% | +17.9% | +18.6% |
| 6M | +11.5% | +12.0% | -0.5% | +4.8% |
| YTD | +6.8% | +15.3% | -8.5% | -1.1% |
| 1Y | +31.1% | +22.6% | +8.5% | +17.6% |
| 3Y | +10.7% | +74.7% | -64.0% | -17.6% |
| 5Y | +41.6% | +66.1% | -24.5% | +7.8% |
| 10Y | +58.1% | +225.0% | -166.9% | -11.2% |
| All | +1,083.3% | +374.2% | +709.1% | +496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling