+1,067.6%
LITE vs VRT
+2,012.3%
-944.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.4% |
| 7D | +22.6% | +18.6% | +3.9% | +13.1% |
| 30D | -36.8% | -11.7% | -25.1% | -32.1% |
| 3M | -33.0% | -27.3% | -5.7% | -20.9% |
| 6M | -37.1% | -42.9% | +5.8% | -16.9% |
| YTD | +69.5% | +29.5% | +40.0% | +57.9% |
| 1Y | +146.1% | +21.0% | +125.1% | +137.9% |
| 3Y | +1,440.8% | +403.1% | +1,037.7% | +824.2% |
| 5Y | +580.4% | +688.8% | -108.4% | +226.2% |
| All | +1,067.6% | +2,012.3% | -944.7% | +320.7% |
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