+1,014.3%
LITE vs VRT
+1,919.9%
-905.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.6% | +1.1% | +6.0% |
| 7D | -12.9% | -10.6% | -2.3% | -7.5% |
| 30D | -46.0% | -17.4% | -28.5% | -40.1% |
| 3M | -33.0% | -26.4% | -6.6% | -21.2% |
| 6M | -34.0% | -41.0% | +7.0% | -13.7% |
| YTD | +61.7% | +23.8% | +37.9% | +53.9% |
| 1Y | +148.3% | +11.6% | +136.7% | +148.8% |
| 3Y | +1,408.5% | +403.5% | +1,005.0% | +811.9% |
| 5Y | +546.2% | +647.0% | -100.9% | +217.2% |
| All | +1,014.3% | +1,919.9% | -905.6% | +309.9% |
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