-20.9%
LYB vs VT
+76.6%
-97.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.6% |
| 30D | +9.5% | -0.2% | +9.7% | +9.6% |
| 3M | +1.3% | +4.5% | -3.3% | -2.5% |
| 6M | -1.7% | +14.1% | -15.8% | -13.5% |
| YTD | +54.1% | +14.8% | +39.4% | +34.5% |
| 1Y | +25.7% | +21.2% | +4.5% | +3.1% |
| 3Y | -20.9% | +76.6% | -97.5% | -55.3% |
| All | -20.9% | +76.6% | -97.5% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling