+1,238.2%
VST vs DLTR
+62.1%
+1,176.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.5% |
| 7D | +9.9% | -5.8% | +15.7% | +10.9% |
| 30D | +7.9% | -5.2% | +13.2% | +8.7% |
| 3M | +3.4% | +15.2% | -11.8% | +0.6% |
| 6M | -4.1% | +7.1% | -11.2% | -6.1% |
| YTD | -5.7% | +0.8% | -6.5% | -6.7% |
| 1Y | -18.9% | +24.8% | -43.7% | -22.8% |
| 3Y | +359.1% | +6.9% | +352.1% | +339.6% |
| 5Y | +766.9% | +33.2% | +733.6% | +652.7% |
| All | +1,238.2% | +62.1% | +1,176.1% | +1,009.7% |
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