+2,541.4%
LEU vs VT
+215.5%
+2,325.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.2% | +17.3% | +17.1% |
| 7D | +1.3% | -2.3% | +3.6% | +4.7% |
| 30D | -28.9% | -5.0% | -24.0% | -23.0% |
| 3M | -41.2% | -4.9% | -36.4% | -35.9% |
| 6M | -54.8% | -1.5% | -53.2% | -52.0% |
| YTD | -56.9% | +8.5% | -65.4% | -59.4% |
| 1Y | -62.3% | +11.4% | -73.7% | -65.5% |
| 3Y | +94.3% | +70.1% | +24.2% | +7.8% |
| 5Y | +62.9% | +53.7% | +9.2% | +5.9% |
| All | +2,541.4% | +215.5% | +2,325.9% | +858.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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