+28.8%
VCIT vs LYB
+49.7%
-20.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -1.3% | +1.5% | -2.9% | -1.4% |
| 3M | -1.6% | -0.3% | -1.3% | -1.6% |
| 6M | -2.3% | +0.1% | -2.3% | -2.4% |
| YTD | -1.7% | +53.4% | -55.2% | -2.6% |
| 1Y | -0.7% | +25.6% | -26.4% | -1.3% |
| 3Y | +18.1% | -21.3% | +39.4% | +18.2% |
| 5Y | +2.4% | -2.4% | +4.8% | +2.0% |
| All | +28.8% | +49.7% | -20.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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