+12.8%
VG vs DLTR
+29.2%
-16.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | +1.7% | +2.5% | -0.8% | +2.3% |
| 30D | +16.0% | +2.1% | +13.9% | +16.7% |
| 3M | +9.7% | +20.3% | -10.5% | +15.5% |
| 6M | +29.6% | +11.5% | +18.1% | +37.9% |
| YTD | +112.0% | +6.8% | +105.2% | +123.9% |
| 1Y | +12.8% | +31.1% | -18.3% | +8.7% |
| All | +12.8% | +29.2% | -16.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling