+1,216.9%
VST vs DLTR
+71.8%
+1,145.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | +2.5% | +6.4% | +8.5% |
| 30D | +6.2% | +2.1% | +4.1% | +5.8% |
| 3M | -2.7% | +20.3% | -23.0% | -6.0% |
| 6M | -8.4% | +11.5% | -19.9% | -10.8% |
| YTD | -7.2% | +6.8% | -14.0% | -9.0% |
| 1Y | -20.9% | +31.1% | -52.0% | -25.2% |
| 3Y | +384.0% | +10.7% | +373.3% | +361.6% |
| 5Y | +757.1% | +41.6% | +715.5% | +637.3% |
| All | +1,216.9% | +71.8% | +1,145.1% | +982.6% |
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