-24.1%
VST vs DLTR
+33.3%
-57.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | +19.2% | +2.4% | +16.7% | +19.2% |
| 30D | -17.2% | +21.5% | -38.6% | -17.4% |
| 3M | -8.1% | +9.8% | -18.0% | -7.9% |
| 6M | -8.1% | +58.6% | -66.8% | -13.6% |
| YTD | -16.3% | +14.8% | -31.1% | -13.9% |
| 1Y | -24.1% | +33.0% | -57.2% | -22.2% |
| All | -24.1% | +33.3% | -57.4% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling