+542.4%
LITE vs VTEB
+3.4%
+538.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -13.9% | +0.7% | -14.6% | -14.6% |
| 30D | -46.9% | +4.0% | -51.0% | -49.4% |
| 3M | -28.0% | -0.5% | -27.5% | -27.3% |
| 6M | -35.2% | -0.6% | -34.6% | -34.4% |
| YTD | +58.9% | +0.4% | +58.4% | +59.1% |
| 1Y | +125.3% | +0.8% | +124.5% | +124.8% |
| 3Y | +1,344.4% | +11.5% | +1,333.0% | +1,152.7% |
| All | +542.4% | +3.4% | +538.9% | +457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling