+219.8%
VT vs DLTR
+88.8%
+131.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +1.8% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -2.6% | +15.7% | -18.3% | -5.0% |
| 3M | -3.2% | +4.8% | -8.1% | -4.3% |
| 6M | +0.9% | +45.6% | -44.7% | -6.1% |
| YTD | +11.3% | +11.6% | -0.3% | +8.0% |
| 1Y | +14.0% | +29.8% | -15.8% | +7.6% |
| 3Y | +75.8% | +20.8% | +55.1% | +63.8% |
| 5Y | +57.8% | +23.5% | +34.4% | +42.4% |
| 10Y | +219.8% | +80.5% | +139.3% | +159.1% |
| All | +219.8% | +88.8% | +131.0% | +159.1% |
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