+2,400.7%
LEU vs VT
+221.8%
+2,179.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | -0.8% | +2.4% | -3.1% | -3.8% |
| 30D | -13.5% | -1.5% | -12.0% | -10.9% |
| 3M | -45.9% | -4.1% | -41.8% | -41.5% |
| 6M | -46.0% | +0.6% | -46.6% | -44.4% |
| YTD | -57.2% | +11.0% | -68.3% | -60.9% |
| 1Y | -59.1% | +13.3% | -72.5% | -63.4% |
| 3Y | +100.6% | +73.4% | +27.2% | +8.5% |
| 5Y | +21.3% | +57.4% | -36.2% | -23.7% |
| All | +2,400.7% | +221.8% | +2,179.0% | +837.9% |
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