+404.6%
VIAV vs DLTR
+45.3%
+359.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +11.2% | -10.1% | +21.2% | +13.0% |
| 30D | -10.1% | -8.1% | -2.0% | -9.2% |
| 3M | -22.9% | +2.9% | -25.7% | -24.0% |
| 6M | +28.8% | +4.3% | +24.4% | +25.6% |
| YTD | +117.5% | -3.9% | +121.4% | +114.4% |
| 1Y | +216.1% | +18.9% | +197.2% | +195.8% |
| 3Y | +292.2% | +1.9% | +290.3% | +272.3% |
| 5Y | +141.0% | +31.0% | +110.0% | +104.1% |
| All | +404.6% | +45.3% | +359.3% | +282.9% |
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 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