+114.5%
FE vs DLTR
+45.2%
+69.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.1% |
| 7D | -0.2% | -10.2% | +10.1% | +1.3% |
| 30D | -1.2% | -8.5% | +7.3% | -0.1% |
| 3M | +1.7% | +5.6% | -3.9% | +0.7% |
| 6M | -7.5% | +2.2% | -9.7% | -8.3% |
| YTD | +6.3% | -3.8% | +10.1% | +6.0% |
| 1Y | +10.9% | +22.9% | -12.1% | +6.3% |
| 3Y | +46.9% | +2.0% | +44.9% | +41.9% |
| 5Y | +47.6% | +29.8% | +17.8% | +30.8% |
| 10Y | +114.5% | +45.0% | +69.4% | +77.1% |
| All | +114.5% | +45.2% | +69.2% | +77.1% |
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