+576.2%
FE vs DLTR
+2,037.6%
-1,461.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.9% | +2.5% | -0.5% | +1.7% |
| 30D | -1.2% | +2.1% | -3.2% | -1.4% |
| 3M | +3.5% | +20.3% | -16.8% | +1.6% |
| 6M | -6.1% | +11.5% | -17.6% | -7.4% |
| YTD | +7.6% | +6.8% | +0.8% | +6.3% |
| 1Y | +11.9% | +31.1% | -19.2% | +8.2% |
| 3Y | +48.4% | +10.7% | +37.8% | +43.6% |
| 5Y | +44.8% | +41.6% | +3.2% | +35.0% |
| 10Y | +115.9% | +58.1% | +57.8% | +95.5% |
| All | +576.2% | +2,037.6% | -1,461.3% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling