+161.1%
VEA vs DLTR
+45.3%
+115.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.5% | -10.1% | +8.6% | +0.1% |
| 30D | -0.8% | -8.1% | +7.3% | +0.3% |
| 3M | +2.5% | +2.9% | -0.4% | +1.7% |
| 6M | +11.1% | +4.3% | +6.8% | +9.6% |
| YTD | +17.2% | -3.9% | +21.1% | +16.8% |
| 1Y | +24.5% | +18.9% | +5.6% | +19.7% |
| 3Y | +75.4% | +1.9% | +73.5% | +69.1% |
| 5Y | +61.1% | +31.0% | +30.1% | +43.1% |
| All | +161.1% | +45.3% | +115.8% | +120.2% |
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 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