+290.1%
ETR vs DLTR
+45.3%
+244.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -10.1% | +8.3% | -0.3% |
| 30D | -1.8% | -8.1% | +6.4% | -0.6% |
| 3M | -3.6% | +2.9% | -6.4% | -4.3% |
| 6M | +2.6% | +4.3% | -1.7% | +1.1% |
| YTD | +16.0% | -3.9% | +20.0% | +15.7% |
| 1Y | +20.1% | +18.9% | +1.2% | +15.3% |
| 3Y | +143.6% | +1.9% | +141.7% | +134.6% |
| 5Y | +124.4% | +31.0% | +93.4% | +95.8% |
| All | +290.1% | +45.3% | +244.8% | +218.0% |
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