+573.1%
VRT vs DLTR
+1.6%
+571.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.6% | -5.1% | -9.3% |
| 7D | +2.4% | -10.2% | +12.7% | +3.1% |
| 30D | -2.7% | -8.5% | +5.8% | -2.2% |
| 3M | -9.2% | +5.6% | -14.7% | -10.1% |
| 6M | -0.5% | +2.2% | -2.7% | -1.2% |
| YTD | +62.3% | -3.8% | +66.1% | +62.2% |
| 1Y | +109.6% | +22.9% | +86.6% | +104.8% |
| All | +573.1% | +1.6% | +571.5% | +530.1% |
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