+49.0%
LYB vs VTRS
+88.0%
-39.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.2% |
| 7D | -5.7% | -1.2% | -4.5% | -5.8% |
| 30D | +4.6% | +8.2% | -3.6% | +5.0% |
| 3M | +5.5% | +8.3% | -2.8% | +6.1% |
| 6M | -19.1% | +24.1% | -43.1% | -19.0% |
| YTD | +47.1% | +56.0% | -8.9% | +35.3% |
| 1Y | +49.0% | +82.7% | -33.7% | +27.3% |
| All | +49.0% | +88.0% | -39.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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