+152.4%
VTRS vs DLTR
+10,457.1%
-10,304.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.2% | -10.1% | +7.9% | -0.7% |
| 30D | +3.3% | -8.1% | +11.4% | +4.5% |
| 3M | +2.0% | +2.9% | -0.9% | +1.4% |
| 6M | +19.9% | +4.3% | +15.6% | +18.4% |
| YTD | +35.7% | -3.9% | +39.7% | +35.4% |
| 1Y | +68.1% | +18.9% | +49.2% | +62.0% |
| 3Y | +87.1% | +1.9% | +85.2% | +80.7% |
| 5Y | +47.6% | +31.0% | +16.6% | +34.8% |
| 10Y | -48.2% | +44.8% | -92.9% | -54.4% |
| All | +152.4% | +10,457.1% | -10,304.7% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling