-5.8%
LYB vs VTRS
+46.9%
-52.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -0.6% | +3.4% | -4.0% | -1.6% |
| 3M | -1.8% | +1.9% | -3.7% | -3.0% |
| 6M | -11.4% | +25.2% | -36.5% | -19.4% |
| YTD | +49.7% | +37.0% | +12.8% | +31.0% |
| 1Y | +20.8% | +73.2% | -52.4% | -3.3% |
| 3Y | -24.2% | +92.2% | -116.4% | -43.7% |
| 5Y | -5.8% | +50.3% | -56.0% | -29.9% |
| All | -5.8% | +46.9% | -52.6% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling