+67.6%
EWZ vs DLTR
+34.4%
+33.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +2.6% |
| 7D | +5.6% | -5.8% | +11.4% | +6.2% |
| 30D | +9.3% | -5.2% | +14.5% | +9.8% |
| 3M | +15.7% | +15.2% | +0.5% | +13.7% |
| 6M | +7.4% | +7.1% | +0.3% | +6.1% |
| YTD | +22.7% | +0.8% | +21.8% | +21.7% |
| 1Y | +36.4% | +24.8% | +11.6% | +31.9% |
| 3Y | +50.4% | +6.9% | +43.5% | +46.3% |
| 5Y | +67.6% | +33.2% | +34.4% | +60.7% |
| All | +67.6% | +34.4% | +33.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling