+24.4%
LYB vs VTR
+36.9%
-12.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -2.4% |
| 7D | -0.2% | -1.7% | +1.4% | -0.6% |
| 30D | +8.7% | -2.4% | +11.2% | +8.2% |
| 3M | -3.0% | +14.8% | -17.8% | +1.7% |
| 6M | +4.7% | +5.3% | -0.6% | +7.0% |
| YTD | +51.6% | +18.1% | +33.5% | +62.6% |
| 1Y | +24.4% | +36.7% | -12.4% | +36.0% |
| All | +24.4% | +36.9% | -12.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling