+390.7%
LLY vs VTEB
+0.8%
+389.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | -3.2% | -1.2% | -1.9% | -2.1% |
| 30D | -7.4% | -2.9% | -4.6% | -5.1% |
| 3M | -1.0% | -3.2% | +2.1% | +1.7% |
| 6M | +12.5% | -2.6% | +15.1% | +15.1% |
| YTD | +5.0% | -1.8% | +6.8% | +6.8% |
| 1Y | +49.8% | +0.2% | +49.5% | +49.9% |
| 3Y | +95.5% | +8.2% | +87.3% | +82.8% |
| 5Y | +390.7% | +0.8% | +389.8% | +357.8% |
| All | +390.7% | +0.8% | +389.9% | +357.8% |
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 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