+123.4%
VRT vs DLTR
+29.2%
+94.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +9.1% | +2.5% | +6.7% | +9.0% |
| 30D | +0.9% | +2.1% | -1.1% | +0.8% |
| 3M | -13.4% | +20.3% | -33.6% | -15.7% |
| 6M | +11.7% | +11.5% | +0.2% | +12.7% |
| YTD | +73.2% | +6.8% | +66.4% | +76.0% |
| 1Y | +123.4% | +31.1% | +92.3% | +105.3% |
| All | +123.4% | +29.2% | +94.2% | +105.3% |
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