+397.6%
VRT vs DLTR
+24.3%
+373.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.6% |
| 7D | +18.6% | +2.4% | +16.2% | +18.5% |
| 30D | -11.7% | +21.5% | -33.1% | -12.3% |
| 3M | -27.3% | +9.8% | -37.1% | -27.5% |
| 6M | -42.9% | +58.6% | -101.5% | -45.2% |
| YTD | +29.5% | +14.8% | +14.6% | +28.5% |
| 1Y | +21.0% | +33.0% | -12.0% | +18.7% |
| All | +397.6% | +24.3% | +373.4% | +355.9% |
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