-20.9%
VST vs DLTR
+37.1%
-58.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.9% | +15.5% | +9.4% |
| 7D | -9.8% | -2.0% | -7.8% | -9.5% |
| 30D | -25.1% | +12.8% | -37.9% | -24.0% |
| 3M | -11.6% | +1.1% | -12.7% | -10.8% |
| 6M | -20.9% | +35.9% | -56.8% | -21.9% |
| All | -20.9% | +37.1% | -58.0% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling