+1,205.2%
VST vs DLTR
+88.8%
+1,116.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +6.7% |
| 7D | -0.5% | -1.0% | +0.5% | -0.7% |
| 30D | -17.1% | +15.7% | -32.7% | -19.3% |
| 3M | -4.6% | +4.8% | -9.4% | -5.9% |
| 6M | -9.1% | +45.6% | -54.7% | -15.7% |
| YTD | -16.6% | +11.6% | -28.2% | -19.3% |
| 1Y | -29.5% | +29.8% | -59.3% | -33.5% |
| 3Y | +297.5% | +20.8% | +276.7% | +271.5% |
| 5Y | +654.5% | +23.5% | +631.1% | +572.0% |
| 10Y | +1,205.2% | +80.5% | +1,124.8% | +1,002.5% |
| All | +1,205.2% | +88.8% | +1,116.4% | +1,002.5% |
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