+632.8%
LYB vs VIG
+565.7%
+67.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.9% |
| 7D | +0.3% | -1.1% | +1.3% | +1.7% |
| 30D | +2.5% | -2.7% | +5.2% | +6.3% |
| 3M | +1.4% | +2.5% | -1.2% | -2.8% |
| 6M | -3.5% | +9.2% | -12.7% | -16.7% |
| YTD | +52.0% | +9.8% | +42.2% | +30.3% |
| 1Y | +22.1% | +12.4% | +9.7% | +1.4% |
| 3Y | -22.8% | +55.9% | -78.7% | -59.7% |
| 5Y | -3.4% | +63.9% | -67.3% | -54.0% |
| 10Y | +47.4% | +249.1% | -201.7% | -76.6% |
| All | +632.8% | +565.7% | +67.2% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling