+46.3%
LYB vs VTRS
-48.4%
+94.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +0.3% | -2.2% | +2.5% | +1.0% |
| 30D | +2.5% | +3.3% | -0.9% | +1.3% |
| 3M | +1.4% | +2.0% | -0.6% | +0.1% |
| 6M | -3.5% | +19.9% | -23.4% | -11.1% |
| YTD | +52.0% | +35.7% | +16.2% | +33.5% |
| 1Y | +22.1% | +68.1% | -46.0% | -0.8% |
| 3Y | -22.8% | +87.1% | -109.9% | -41.1% |
| 5Y | -3.4% | +47.6% | -51.0% | -22.6% |
| All | +46.3% | -48.4% | +94.6% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling