+1,493.1%
LITE vs VFC
-48.6%
+1,541.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -5.6% |
| 7D | +10.8% | +1.6% | +9.2% | +10.2% |
| 30D | -33.4% | +25.5% | -58.9% | -38.8% |
| 3M | -32.2% | +41.3% | -73.5% | -40.6% |
| 6M | -42.1% | +22.2% | -64.3% | -47.5% |
| YTD | +61.9% | +16.4% | +45.5% | +47.4% |
| 1Y | +163.0% | +38.4% | +124.6% | +124.1% |
| 3Y | +1,358.0% | +56.2% | +1,301.8% | +979.6% |
| 5Y | +549.9% | -68.2% | +618.1% | +748.4% |
| All | +1,493.1% | -48.6% | +1,541.8% | +1,576.2% |
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