-4.9%
LYB vs EFV
+95.9%
-100.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.9% |
| 7D | +0.3% | -0.8% | +1.1% | +0.9% |
| 30D | +2.5% | +0.6% | +1.8% | +1.8% |
| 3M | +1.4% | +7.5% | -6.1% | -5.3% |
| 6M | -3.5% | +13.0% | -16.5% | -15.6% |
| YTD | +52.0% | +18.3% | +33.7% | +26.3% |
| 1Y | +22.1% | +26.7% | -4.7% | -5.8% |
| 3Y | -22.8% | +89.6% | -112.3% | -61.1% |
| All | -4.9% | +95.9% | -100.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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