+222.3%
VT vs DLTR
+50.3%
+172.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.4% |
| 7D | +1.0% | -5.8% | +6.8% | +2.0% |
| 30D | -0.2% | -5.2% | +5.0% | +0.5% |
| 3M | +4.5% | +15.2% | -10.6% | +1.8% |
| 6M | +14.1% | +7.1% | +6.9% | +11.8% |
| YTD | +14.8% | +0.8% | +13.9% | +13.5% |
| 1Y | +21.2% | +24.8% | -3.6% | +15.1% |
| 3Y | +76.6% | +6.9% | +69.7% | +68.2% |
| 5Y | +66.6% | +33.2% | +33.3% | +46.6% |
| 10Y | +222.3% | +51.6% | +170.7% | +164.0% |
| All | +222.3% | +50.3% | +172.0% | +164.0% |
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