-51.4%
VG vs DLTR
+84.3%
-135.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | -0.7% |
| 7D | -22.0% | -2.0% | -20.0% | -22.0% |
| 30D | -11.6% | +12.8% | -24.4% | -9.9% |
| 3M | -14.9% | +1.1% | -16.0% | -14.1% |
| 6M | -3.5% | +35.9% | -39.4% | +0.1% |
| YTD | +70.0% | +6.6% | +63.4% | +76.4% |
| 1Y | +50.0% | +28.6% | +21.4% | +51.7% |
| All | -51.4% | +84.3% | -135.7% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling