+32.3%
VCIT vs DLTR
+82.4%
-50.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +1.5% | +21.5% | -20.0% | +1.2% |
| 3M | -1.0% | +11.6% | -12.5% | -1.1% |
| 6M | -1.7% | +58.7% | -60.4% | -2.3% |
| YTD | -1.4% | +16.2% | -17.5% | -1.7% |
| 1Y | -0.9% | +34.8% | -35.8% | -1.5% |
| 3Y | +19.8% | +25.3% | -5.5% | +19.1% |
| 5Y | +4.6% | +25.8% | -21.2% | +4.1% |
| All | +32.3% | +82.4% | -50.1% | +31.1% |
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