+47.7%
LYB vs VT
+226.9%
-179.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.7% |
| 7D | -0.7% | -2.0% | +1.3% | +1.7% |
| 30D | +1.5% | -1.4% | +3.0% | +3.1% |
| 3M | -0.3% | +4.7% | -5.0% | -6.9% |
| 6M | +0.1% | +11.4% | -11.3% | -15.7% |
| YTD | +53.4% | +13.1% | +40.4% | +26.7% |
| 1Y | +25.6% | +19.0% | +6.6% | -3.1% |
| 3Y | -21.3% | +73.9% | -95.2% | -63.5% |
| 5Y | -2.4% | +65.4% | -67.8% | -52.0% |
| All | +47.7% | +226.9% | -179.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling