+24.4%
LYB vs VSH
+118.1%
-93.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.0% |
| 7D | -0.2% | +4.1% | -4.3% | -0.3% |
| 30D | +8.7% | -4.2% | +12.9% | +8.7% |
| 3M | -3.0% | -50.0% | +46.9% | +0.3% |
| 6M | +4.7% | +80.2% | -75.5% | -5.1% |
| YTD | +51.6% | +121.1% | -69.5% | +27.5% |
| 1Y | +24.4% | +112.0% | -87.6% | +3.5% |
| All | +24.4% | +118.1% | -93.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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