+2,397.0%
VRT vs DLTR
+32.5%
+2,364.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -7.7% | -9.4% | +1.7% | -5.9% |
| 30D | -12.0% | -7.3% | -4.6% | -10.8% |
| 3M | -11.7% | +7.6% | -19.2% | -13.7% |
| 6M | -8.1% | +1.6% | -9.7% | -9.8% |
| YTD | +53.2% | -3.5% | +56.8% | +52.0% |
| 1Y | +81.7% | +20.0% | +61.6% | +71.0% |
| 3Y | +535.3% | +2.3% | +533.0% | +500.3% |
| 5Y | +916.4% | +31.5% | +884.8% | +776.0% |
| All | +2,397.0% | +32.5% | +2,364.5% | +1,890.8% |
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