+635.0%
LYB vs VT
+403.9%
+231.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.8% |
| 7D | +3.7% | +2.9% | +0.8% | -0.1% |
| 30D | +6.4% | -2.5% | +9.0% | +9.1% |
| 3M | +2.8% | -3.3% | +6.1% | +5.9% |
| 6M | -12.2% | +1.5% | -13.8% | -16.1% |
| YTD | +52.4% | +11.4% | +41.1% | +26.3% |
| 1Y | +56.8% | +11.9% | +44.9% | +28.9% |
| 3Y | -17.2% | +73.9% | -91.0% | -62.2% |
| 5Y | -5.6% | +57.9% | -63.5% | -51.6% |
| 10Y | +37.0% | +222.6% | -185.6% | -71.8% |
| All | +635.0% | +403.9% | +231.1% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling