+840.4%
VZ vs DLTR
+10,981.5%
-10,141.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.2% |
| 7D | +0.2% | -5.8% | +6.0% | +0.9% |
| 30D | +7.1% | -5.2% | +12.4% | +7.7% |
| 3M | +12.8% | +15.2% | -2.4% | +10.8% |
| 6M | +1.8% | +7.1% | -5.3% | +0.4% |
| YTD | +30.0% | +0.8% | +29.1% | +29.0% |
| 1Y | +24.3% | +24.8% | -0.5% | +20.0% |
| 3Y | +84.3% | +6.9% | +77.4% | +77.7% |
| 5Y | +25.9% | +33.2% | -7.3% | +15.9% |
| 10Y | +61.1% | +51.6% | +9.5% | +41.8% |
| All | +840.4% | +10,981.5% | -10,141.1% | +418.5% |
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 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