-22.8%
LYB vs VSH
+42.0%
-64.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.1% | -2.1% |
| 7D | +0.3% | +4.8% | -4.5% | -0.7% |
| 30D | +2.5% | -0.7% | +3.2% | +2.3% |
| 3M | +1.4% | -43.1% | +44.4% | +12.6% |
| 6M | -3.5% | +91.8% | -95.3% | -27.7% |
| YTD | +52.0% | +131.6% | -79.6% | +5.0% |
| 1Y | +22.1% | +118.1% | -96.0% | -14.6% |
| 3Y | -22.8% | +40.9% | -63.7% | -43.8% |
| All | -22.8% | +42.0% | -64.8% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling