+5.2%
VUG vs DLTR
+45.2%
-40.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.6% | -8.1% | +1.0% |
| 7D | -3.0% | +15.6% | -18.6% | -3.8% |
| 30D | -6.4% | +29.9% | -36.3% | -7.9% |
| 3M | -3.2% | +12.5% | -15.7% | -3.9% |
| 6M | +3.1% | +56.3% | -53.2% | -1.0% |
| YTD | +6.3% | +19.5% | -13.2% | +4.4% |
| 1Y | +5.2% | +44.0% | -38.8% | -1.5% |
| All | +5.2% | +45.2% | -40.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling