+4,219.9%
LITE vs VTEB
+26.7%
+4,193.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -0.8% | -0.8% | -0.8% |
| 30D | +6.7% | -1.3% | +8.0% | +8.0% |
| 3M | -6.8% | -2.1% | -4.6% | -4.9% |
| 6M | +29.4% | -1.7% | +31.1% | +31.6% |
| YTD | +139.1% | -0.6% | +139.7% | +140.8% |
| 1Y | +521.0% | +3.1% | +517.9% | +506.4% |
| 3Y | +1,535.3% | +9.2% | +1,526.1% | +1,411.2% |
| 5Y | +889.8% | +2.2% | +887.7% | +864.5% |
| 10Y | +2,400.7% | +18.8% | +2,381.9% | +2,413.3% |
| All | +4,219.9% | +26.7% | +4,193.2% | +3,770.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling