+129.7%
VTR vs DLTR
+1.4%
+128.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.3% | -10.1% | +9.8% | +0.1% |
| 30D | +1.1% | -8.1% | +9.2% | +1.4% |
| 3M | +7.9% | +2.9% | +5.0% | +7.8% |
| 6M | +6.2% | +4.3% | +1.8% | +6.1% |
| YTD | +17.7% | -3.9% | +21.7% | +18.1% |
| 1Y | +32.9% | +18.9% | +14.0% | +31.8% |
| 3Y | +129.7% | +1.9% | +127.8% | +127.2% |
| All | +129.7% | +1.4% | +128.3% | +127.2% |
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