-6.5%
LYB vs VSXY
+37.5%
-44.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.3% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +2.5% | -18.7% | +21.1% | +4.7% |
| 3M | +1.4% | -4.0% | +5.4% | +1.4% |
| 6M | -3.5% | +67.5% | -71.0% | -11.6% |
| YTD | +52.0% | +39.7% | +12.3% | +41.6% |
| 1Y | +22.1% | +180.0% | -157.9% | +1.6% |
| 3Y | -22.8% | +337.3% | -360.1% | -44.3% |
| 5Y | -3.4% | +22.7% | -26.0% | -18.1% |
| All | -6.5% | +37.5% | -44.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling