+50.6%
LYB vs VCLT
-3.2%
+53.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.8% | -3.8% |
| 7D | -6.2% | +0.4% | -6.6% | -5.8% |
| 30D | +6.3% | +3.9% | +2.4% | +10.6% |
| 3M | +4.1% | -1.9% | +6.0% | +1.2% |
| 6M | -15.5% | -2.6% | -12.8% | -18.1% |
| YTD | +50.2% | -3.1% | +53.4% | +44.5% |
| 1Y | +50.6% | -3.6% | +54.2% | +45.9% |
| All | +50.6% | -3.2% | +53.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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