+772.6%
VZ vs DLTR
+12,159.9%
-11,387.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.3% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +10.6% | +15.7% | -5.1% | +8.6% |
| 3M | -0.6% | +4.8% | -5.4% | -1.4% |
| 6M | +0.7% | +45.6% | -44.9% | -4.1% |
| YTD | +20.6% | +11.6% | +9.1% | +18.1% |
| 1Y | +22.7% | +29.8% | -7.1% | +17.9% |
| 3Y | +57.2% | +20.8% | +36.4% | +49.3% |
| 5Y | +21.4% | +23.5% | -2.1% | +12.9% |
| 10Y | +65.5% | +80.5% | -15.0% | +42.5% |
| All | +772.6% | +12,159.9% | -11,387.3% | +374.7% |
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 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