+76.5%
VUG vs DLTR
+29.9%
+46.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.9% | -9.4% | +7.6% | -0.6% |
| 30D | -1.6% | -7.3% | +5.8% | -0.7% |
| 3M | +4.4% | +7.6% | -3.2% | +3.1% |
| 6M | +13.2% | +1.6% | +11.6% | +12.2% |
| YTD | +7.5% | -3.5% | +11.0% | +7.1% |
| 1Y | +12.5% | +20.0% | -7.6% | +8.3% |
| 3Y | +86.0% | +2.3% | +83.7% | +80.2% |
| 5Y | +76.5% | +31.5% | +45.0% | +75.6% |
| All | +76.5% | +29.9% | +46.6% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling