+87.3%
VCIT vs LYB
+633.0%
-545.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -1.4% | +6.1% | -7.5% | -1.5% |
| 30D | +0.6% | +5.3% | -4.8% | +0.5% |
| 3M | -2.2% | +4.3% | -6.5% | -2.3% |
| 6M | -2.3% | -10.8% | +8.5% | -2.3% |
| YTD | -2.2% | +53.8% | -55.9% | -2.5% |
| 1Y | -1.4% | +50.5% | -51.8% | -1.7% |
| 3Y | +18.7% | -16.4% | +35.2% | +18.7% |
| 5Y | +3.6% | -4.8% | +8.4% | +3.4% |
| 10Y | +30.4% | +38.2% | -7.8% | +30.1% |
| All | +87.3% | +633.0% | -545.7% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling