+1,663.2%
LLY vs VTEB
+26.7%
+1,636.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.8% | -1.4% | -1.7% |
| 30D | -1.6% | -1.3% | -0.3% | -0.7% |
| 3M | +2.3% | -2.1% | +4.4% | +3.8% |
| 6M | +14.9% | -1.7% | +16.6% | +16.2% |
| YTD | +7.5% | -0.6% | +8.0% | +7.9% |
| 1Y | +55.7% | +3.1% | +52.6% | +52.9% |
| 3Y | +110.6% | +9.2% | +101.4% | +99.2% |
| 5Y | +363.4% | +2.2% | +361.3% | +355.6% |
| 10Y | +1,649.0% | +18.8% | +1,630.2% | +1,633.6% |
| All | +1,663.2% | +26.7% | +1,636.5% | +1,738.8% |
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