+50.6%
LYB vs VMC
+3.7%
+46.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.6% | -9.3% | -3.7% |
| 7D | -6.2% | +12.3% | -18.5% | -3.7% |
| 30D | +6.3% | +21.2% | -14.9% | +10.9% |
| 3M | +4.1% | +4.6% | -0.5% | +5.1% |
| 6M | -15.5% | +3.9% | -19.3% | -14.0% |
| YTD | +50.2% | +5.0% | +45.3% | +54.8% |
| 1Y | +50.6% | +2.6% | +48.0% | +55.0% |
| All | +50.6% | +3.7% | +46.9% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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