+75.0%
VT vs DLTR
+25.7%
+49.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | -0.7% | -2.8% | +2.1% | -0.5% |
| 30D | -1.7% | +21.5% | -23.3% | -3.4% |
| 3M | -2.3% | +11.6% | -13.9% | -3.3% |
| 6M | +1.5% | +58.7% | -57.2% | -2.9% |
| YTD | +12.0% | +16.2% | -4.1% | +10.0% |
| 1Y | +12.9% | +34.8% | -22.0% | +9.3% |
| All | +75.0% | +25.7% | +49.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling