+48.2%
LYB vs VT
+229.7%
-181.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.0% |
| 30D | +4.0% | -0.7% | +4.7% | +4.7% |
| 3M | +2.4% | +4.0% | -1.6% | -3.5% |
| 6M | -1.4% | +12.3% | -13.7% | -17.7% |
| YTD | +53.9% | +14.0% | +39.9% | +25.8% |
| 1Y | +26.1% | +20.3% | +5.8% | -4.0% |
| 3Y | -21.0% | +75.4% | -96.5% | -63.7% |
| 5Y | -0.7% | +66.0% | -66.7% | -51.3% |
| All | +48.2% | +229.7% | -181.5% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling