-32.3%
LULU vs VTEB
+0.8%
-33.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.6% |
| 7D | +3.3% | +1.0% | +2.3% | -0.6% |
| 30D | +20.6% | +4.9% | +15.6% | +1.6% |
| 3M | -11.2% | -0.3% | -10.9% | -8.1% |
| 6M | -16.1% | -0.6% | -15.5% | -12.1% |
| YTD | -46.7% | +0.5% | -47.1% | -43.1% |
| 1Y | -32.3% | +0.8% | -33.1% | -27.4% |
| All | -32.3% | +0.8% | -33.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling