-16.2%
LYB vs VLTO
+56.4%
-72.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | +6.1% | +1.0% | +5.1% | +5.8% |
| 30D | +5.3% | +17.5% | -12.1% | +0.7% |
| 3M | +4.3% | +21.4% | -17.1% | -1.2% |
| 6M | -10.8% | +38.1% | -48.9% | -18.9% |
| YTD | +53.8% | +19.0% | +34.7% | +46.7% |
| 1Y | +50.5% | +20.7% | +29.8% | +42.2% |
| 3Y | -16.4% | +64.3% | -80.7% | -25.9% |
| All | -16.2% | +56.4% | -72.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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