+224.6%
VT vs DLTR
+85.5%
+139.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.9% |
| 7D | -0.7% | -2.8% | +2.1% | -0.3% |
| 30D | -1.7% | +21.5% | -23.3% | -5.0% |
| 3M | -2.3% | +11.6% | -13.9% | -4.4% |
| 6M | +1.5% | +58.7% | -57.2% | -6.9% |
| YTD | +12.0% | +16.2% | -4.1% | +8.0% |
| 1Y | +12.9% | +34.8% | -22.0% | +5.8% |
| 3Y | +74.9% | +25.3% | +49.7% | +62.0% |
| 5Y | +59.9% | +25.8% | +34.1% | +44.0% |
| 10Y | +224.6% | +83.7% | +141.0% | +160.7% |
| All | +224.6% | +85.5% | +139.2% | +160.7% |
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