+192.7%
VSH vs DLTR
+45.3%
+147.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +4.8% | -10.1% | +14.8% | +7.7% |
| 30D | -0.7% | -8.1% | +7.4% | +1.2% |
| 3M | -43.1% | +2.9% | -45.9% | -44.1% |
| 6M | +91.8% | +4.3% | +87.4% | +85.5% |
| YTD | +131.6% | -3.9% | +135.6% | +129.0% |
| 1Y | +118.1% | +18.9% | +99.2% | +102.1% |
| 3Y | +40.9% | +1.9% | +39.0% | +31.9% |
| 5Y | +75.8% | +31.0% | +44.8% | +43.7% |
| All | +192.7% | +45.3% | +147.5% | +117.1% |
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 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