+1,549.9%
LLY vs VTEB
+17.9%
+1,532.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.3% |
| 30D | -8.4% | -2.5% | -5.9% | -6.8% |
| 3M | -3.8% | -3.0% | -0.8% | -1.7% |
| 6M | +11.9% | -2.1% | +14.1% | +13.6% |
| YTD | +4.3% | -1.5% | +5.8% | +5.5% |
| 1Y | +48.5% | +0.2% | +48.3% | +48.4% |
| 3Y | +91.2% | +8.6% | +82.7% | +81.1% |
| 5Y | +387.5% | +1.2% | +386.3% | +382.2% |
| All | +1,549.9% | +17.9% | +1,532.0% | +1,450.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling