-38.0%
VG vs DLTR
+74.3%
-112.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.8% | +1.5% |
| 7D | -2.5% | -5.8% | +3.3% | -3.2% |
| 30D | +11.1% | -5.2% | +16.3% | +10.5% |
| 3M | +14.9% | +15.2% | -0.3% | +16.7% |
| 6M | +18.4% | +7.1% | +11.2% | +21.2% |
| YTD | +116.6% | +0.8% | +115.7% | +121.8% |
| 1Y | +9.4% | +24.8% | -15.4% | +8.7% |
| All | -38.0% | +74.3% | -112.3% | -37.0% |
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