-22.8%
LYB vs VRSK
-26.5%
+3.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -5.2% | +5.4% | +0.7% |
| 30D | +2.5% | -2.3% | +4.8% | +2.6% |
| 3M | +1.4% | -2.9% | +4.3% | +1.1% |
| 6M | -3.5% | -12.8% | +9.3% | -2.8% |
| YTD | +52.0% | -20.8% | +72.8% | +55.8% |
| 1Y | +22.1% | -33.2% | +55.3% | +30.2% |
| 3Y | -22.8% | -26.6% | +3.8% | -18.6% |
| All | -22.8% | -26.5% | +3.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling