+128.5%
EEM vs DLTR
+45.3%
+83.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.3% | -10.1% | +8.8% | +0.3% |
| 30D | +2.1% | -8.1% | +10.2% | +3.2% |
| 3M | +1.0% | +2.9% | -1.8% | +0.2% |
| 6M | +15.9% | +4.3% | +11.6% | +14.2% |
| YTD | +24.6% | -3.9% | +28.6% | +24.2% |
| 1Y | +32.3% | +18.9% | +13.4% | +27.1% |
| 3Y | +85.9% | +1.9% | +84.0% | +79.0% |
| 5Y | +45.4% | +31.0% | +14.4% | +27.4% |
| All | +128.5% | +45.3% | +83.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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