+620.1%
LYB vs VT
+407.0%
+213.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +1.8% |
| 7D | -0.6% | -0.7% | +0.1% | 0.0% |
| 30D | +5.3% | -1.7% | +7.1% | +6.9% |
| 3M | -1.2% | -2.3% | +1.1% | +0.5% |
| 6M | -13.1% | +1.5% | -14.6% | -16.9% |
| YTD | +49.3% | +12.0% | +37.3% | +22.8% |
| 1Y | +51.8% | +12.9% | +38.9% | +23.5% |
| 3Y | -18.9% | +74.9% | -93.8% | -63.3% |
| 5Y | -6.9% | +59.9% | -66.8% | -53.1% |
| 10Y | +34.2% | +224.6% | -190.4% | -72.5% |
| All | +620.1% | +407.0% | +213.1% | -8.6% |
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