+98.0%
VCIT vs DLTR
+699.4%
-601.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | -0.8% | +2.1% | -2.8% | -0.8% |
| 3M | -1.0% | +20.3% | -21.3% | -1.2% |
| 6M | -1.8% | +11.5% | -13.4% | -2.0% |
| YTD | -0.7% | +6.8% | -7.5% | -0.8% |
| 1Y | +1.0% | +31.1% | -30.1% | +0.7% |
| 3Y | +18.8% | +10.7% | +8.2% | +18.6% |
| 5Y | +3.5% | +41.6% | -38.1% | +3.3% |
| 10Y | +29.2% | +58.1% | -28.9% | +29.3% |
| All | +98.0% | +699.4% | -601.4% | +101.2% |
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