+68.6%
LULU vs VTEB
+25.5%
+43.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.8% |
| 7D | -1.6% | -0.9% | -0.7% | -0.8% |
| 30D | -18.1% | -2.5% | -15.6% | -16.2% |
| 3M | -18.8% | -3.0% | -15.8% | -16.5% |
| 6M | -39.2% | -2.1% | -37.1% | -37.9% |
| YTD | -52.4% | -1.5% | -50.9% | -51.6% |
| 1Y | -40.3% | +0.2% | -40.5% | -40.2% |
| 3Y | -75.1% | +8.6% | -83.6% | -76.9% |
| 5Y | -76.7% | +1.2% | -77.9% | -77.2% |
| 10Y | +52.7% | +18.1% | +34.7% | +64.7% |
| All | +68.6% | +25.5% | +43.1% | +102.8% |
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