+578.0%
FE vs DLTR
+2,033.0%
-1,455.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +5.2% | +12.8% | -7.6% | +3.9% |
| 3M | 0.0% | +1.1% | -1.2% | -0.3% |
| 6M | +5.0% | +35.9% | -30.8% | +1.5% |
| YTD | +7.9% | +6.6% | +1.3% | +6.5% |
| 1Y | +6.3% | +28.6% | -22.3% | +2.9% |
| 3Y | +46.0% | +14.0% | +32.0% | +40.6% |
| 5Y | +45.6% | +19.2% | +26.4% | +38.1% |
| 10Y | +109.3% | +78.1% | +31.2% | +87.6% |
| All | +578.0% | +2,033.0% | -1,455.0% | +379.6% |
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