-4.9%
LYB vs VFC
-78.2%
+73.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +2.5% | -9.0% | +11.4% | +4.2% |
| 3M | +1.4% | -24.2% | +25.6% | +5.8% |
| 6M | -3.5% | -18.5% | +15.0% | -2.2% |
| YTD | +52.0% | -25.9% | +77.9% | +57.1% |
| 1Y | +22.1% | -13.0% | +35.0% | +20.9% |
| 3Y | -22.8% | -20.3% | -2.4% | -28.6% |
| All | -4.9% | -78.2% | +73.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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