+906.7%
LITE vs VRT
+1,742.5%
-835.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.0% |
| 7D | -35.9% | -21.4% | -14.6% | -27.5% |
| 30D | -51.5% | -25.8% | -25.7% | -43.4% |
| 3M | -35.7% | -33.5% | -2.2% | -20.7% |
| 6M | -43.0% | -49.0% | +6.1% | -20.2% |
| YTD | +46.1% | +12.9% | +33.2% | +45.2% |
| 1Y | +124.7% | 0.0% | +124.7% | +136.8% |
| 3Y | +1,172.1% | +361.8% | +810.3% | +701.8% |
| 5Y | +477.0% | +565.1% | -88.1% | +198.0% |
| All | +906.7% | +1,742.5% | -835.8% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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