+50.6%
LYB vs VIG
+19.5%
+31.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -3.4% |
| 7D | -6.2% | +2.7% | -9.0% | -4.5% |
| 30D | +6.3% | +7.0% | -0.7% | +10.6% |
| 3M | +4.1% | +4.0% | +0.1% | +6.6% |
| 6M | -15.5% | +12.3% | -27.8% | -10.8% |
| YTD | +50.2% | +16.4% | +33.9% | +60.5% |
| 1Y | +50.6% | +19.2% | +31.4% | +57.4% |
| All | +50.6% | +19.5% | +31.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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