+50.3%
LYB vs VTEB
+25.5%
+24.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +2.5% | -2.5% | +5.0% | +3.9% |
| 3M | +1.4% | -3.0% | +4.3% | +3.1% |
| 6M | -3.5% | -2.1% | -1.4% | -2.5% |
| YTD | +52.0% | -1.5% | +53.5% | +52.8% |
| 1Y | +22.1% | +0.2% | +21.9% | +21.3% |
| 3Y | -22.8% | +8.6% | -31.3% | -27.5% |
| 5Y | -3.4% | +1.2% | -4.6% | -5.1% |
| 10Y | +47.4% | +18.1% | +29.3% | +75.3% |
| All | +50.3% | +25.5% | +24.8% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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