+1,007.8%
DLTR vs VYM
+488.1%
+519.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -10.1% | -0.8% | -9.3% | -9.6% |
| 30D | -8.1% | -2.2% | -5.9% | -6.6% |
| 3M | +2.9% | +3.1% | -0.2% | +0.7% |
| 6M | +4.3% | +9.7% | -5.4% | -2.1% |
| YTD | -3.9% | +14.9% | -18.8% | -12.7% |
| 1Y | +18.9% | +17.6% | +1.3% | +6.5% |
| 3Y | +1.9% | +65.3% | -63.4% | -27.8% |
| 5Y | +31.0% | +78.7% | -47.7% | -11.4% |
| 10Y | +44.8% | +208.2% | -163.4% | -31.1% |
| All | +1,007.8% | +488.1% | +519.8% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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