+144.8%
VXUS vs DLTR
+45.9%
+99.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.9% | -9.4% | +7.5% | -0.5% |
| 30D | -0.7% | -7.3% | +6.6% | +0.3% |
| 3M | +4.9% | +7.6% | -2.6% | +3.5% |
| 6M | +9.7% | +1.6% | +8.1% | +8.6% |
| YTD | +15.0% | -3.5% | +18.5% | +14.6% |
| 1Y | +22.4% | +20.0% | +2.4% | +17.7% |
| 3Y | +72.2% | +2.3% | +70.0% | +66.0% |
| 5Y | +52.6% | +31.5% | +21.1% | +35.4% |
| All | +144.8% | +45.9% | +99.0% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling