+60.8%
EWZ vs DLTR
+84.2%
-23.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | +1.3% | +5.0% | -3.7% | +0.2% |
| 30D | -26.2% | +18.7% | -44.9% | -28.9% |
| 3M | -8.6% | +8.9% | -17.5% | -10.7% |
| 6M | -17.0% | +49.4% | -66.5% | -24.7% |
| YTD | +2.2% | +14.5% | -12.3% | -2.3% |
| 1Y | +2.7% | +32.5% | -29.8% | -5.2% |
| 3Y | +18.2% | +23.4% | -5.3% | +7.2% |
| 5Y | +56.0% | +26.2% | +29.8% | +33.0% |
| 10Y | +60.8% | +82.4% | -21.6% | +16.5% |
| All | +60.8% | +84.2% | -23.3% | +16.5% |
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