+1,002.6%
VST vs DLTR
+71.4%
+931.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.9% | +15.5% | +11.2% |
| 7D | -9.8% | -2.0% | -7.8% | -9.9% |
| 30D | -25.1% | +12.8% | -37.9% | -27.0% |
| 3M | -11.6% | +1.1% | -12.7% | -12.4% |
| 6M | -20.9% | +35.9% | -56.8% | -25.9% |
| YTD | -22.3% | +6.6% | -28.9% | -24.3% |
| 1Y | -32.0% | +28.6% | -60.6% | -35.9% |
| 3Y | +262.4% | +14.0% | +248.3% | +241.5% |
| 5Y | +563.4% | +19.2% | +544.1% | +493.1% |
| 10Y | +1,120.7% | +78.1% | +1,042.6% | +896.1% |
| All | +1,002.6% | +71.4% | +931.1% | +800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling