+213.7%
VT vs DLTR
+75.4%
+138.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | +1.0% |
| 7D | -2.3% | -2.0% | -0.3% | -2.1% |
| 30D | -5.0% | +12.8% | -17.7% | -7.0% |
| 3M | -4.9% | +1.1% | -6.0% | -5.4% |
| 6M | -1.5% | +35.9% | -37.4% | -7.3% |
| YTD | +8.5% | +6.6% | +1.9% | +6.0% |
| 1Y | +11.4% | +28.6% | -17.2% | +5.2% |
| 3Y | +70.1% | +14.0% | +56.0% | +60.0% |
| 5Y | +53.7% | +19.2% | +34.5% | +39.4% |
| All | +213.7% | +75.4% | +138.3% | +155.3% |
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 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