+95.3%
EWZ vs DLTR
+52.2%
+43.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +3.1% |
| 7D | +5.6% | -5.8% | +11.4% | +6.8% |
| 30D | +9.3% | -5.2% | +14.5% | +10.3% |
| 3M | +15.7% | +15.2% | +0.5% | +11.8% |
| 6M | +7.4% | +7.1% | +0.3% | +4.8% |
| YTD | +22.7% | +0.8% | +21.8% | +20.9% |
| 1Y | +36.4% | +24.8% | +11.6% | +27.6% |
| 3Y | +50.4% | +6.9% | +43.5% | +41.0% |
| 5Y | +67.6% | +33.2% | +34.4% | +37.5% |
| All | +95.3% | +52.2% | +43.1% | +48.3% |
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