+9.4%
VG vs DLTR
+22.8%
-13.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.8% | +0.7% |
| 7D | -2.5% | -5.8% | +3.3% | -3.9% |
| 30D | +11.1% | -5.2% | +16.3% | +9.7% |
| 3M | +14.9% | +15.2% | -0.3% | +19.5% |
| 6M | +18.4% | +7.1% | +11.2% | +24.1% |
| YTD | +116.6% | +0.8% | +115.7% | +125.3% |
| 1Y | +9.4% | +24.8% | -15.4% | +3.2% |
| All | +9.4% | +22.8% | -13.4% | +3.2% |
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 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