+2,331.0%
LITE vs VFC
-67.5%
+2,398.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | +6.7% | -11.6% | +18.3% | +11.0% |
| 3M | -6.8% | -18.1% | +11.3% | -1.7% |
| 6M | +29.4% | -27.4% | +56.8% | +41.6% |
| YTD | +139.1% | -24.8% | +163.9% | +155.7% |
| 1Y | +521.0% | -8.2% | +529.2% | +513.0% |
| 3Y | +1,535.3% | -29.1% | +1,564.4% | +1,491.2% |
| 5Y | +889.8% | -79.2% | +969.0% | +1,402.8% |
| All | +2,331.0% | -67.5% | +2,398.6% | +3,026.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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