+6.0%
VWO vs DLTR
+45.2%
-39.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.6% | -7.9% | +1.1% |
| 7D | -1.3% | +15.6% | -16.9% | -2.2% |
| 30D | -7.1% | +29.9% | -37.0% | -8.8% |
| 3M | -6.1% | +12.5% | -18.6% | -6.9% |
| 6M | -3.9% | +56.3% | -60.2% | -7.9% |
| YTD | +5.0% | +19.5% | -14.5% | +4.0% |
| 1Y | +6.0% | +44.0% | -38.0% | +2.7% |
| All | +6.0% | +45.2% | -39.3% | +2.7% |
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