-4.9%
LYB vs VO
+42.1%
-47.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.6% |
| 7D | +0.3% | -1.5% | +1.8% | +1.5% |
| 30D | +2.5% | -3.0% | +5.5% | +5.0% |
| 3M | +1.4% | +2.8% | -1.4% | -1.5% |
| 6M | -3.5% | +10.9% | -14.4% | -13.3% |
| YTD | +52.0% | +12.5% | +39.5% | +34.9% |
| 1Y | +22.1% | +12.0% | +10.1% | +9.0% |
| 3Y | -22.8% | +56.3% | -79.0% | -47.9% |
| All | -4.9% | +42.1% | -47.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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