+630.9%
LYB vs VT
+421.9%
+209.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.2% | +0.4% | -0.7% | -0.9% |
| 30D | +8.7% | +1.0% | +7.7% | +7.1% |
| 3M | -3.0% | +2.4% | -5.4% | -7.0% |
| 6M | +4.7% | +12.0% | -7.3% | -12.9% |
| YTD | +51.6% | +15.3% | +36.2% | +21.4% |
| 1Y | +24.4% | +22.6% | +1.8% | -8.2% |
| 3Y | -23.5% | +74.7% | -98.1% | -64.9% |
| 5Y | -6.5% | +66.1% | -72.6% | -54.7% |
| 10Y | +40.5% | +225.0% | -184.5% | -70.9% |
| All | +630.9% | +421.9% | +209.0% | -9.6% |
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