+639.9%
LYB vs VFC
-3.5%
+643.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.3% |
| 7D | -0.7% | -3.3% | +2.6% | +0.5% |
| 30D | +1.5% | -14.0% | +15.6% | +7.2% |
| 3M | -0.3% | -22.6% | +22.3% | +7.1% |
| 6M | +0.1% | -24.7% | +24.8% | +6.1% |
| YTD | +53.4% | -29.0% | +82.4% | +65.7% |
| 1Y | +25.6% | -13.8% | +39.4% | +23.6% |
| 3Y | -21.3% | -28.2% | +7.0% | -32.1% |
| 5Y | -2.4% | -79.0% | +76.6% | +61.6% |
| 10Y | +48.8% | -69.2% | +118.0% | +85.6% |
| All | +639.9% | -3.5% | +643.4% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling