+96.1%
VCIT vs DLTR
+697.7%
-601.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +1.9% | +12.8% | -10.8% | +1.8% |
| 3M | -1.4% | +1.1% | -2.6% | -1.5% |
| 6M | -2.1% | +35.9% | -38.0% | -2.4% |
| YTD | -1.6% | +6.6% | -8.2% | -1.8% |
| 1Y | -0.9% | +28.6% | -29.5% | -1.2% |
| 3Y | +20.0% | +14.0% | +5.9% | +19.6% |
| 5Y | +3.1% | +19.2% | -16.1% | +3.0% |
| 10Y | +28.7% | +78.1% | -49.4% | +28.9% |
| All | +96.1% | +697.7% | -601.6% | +99.3% |
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