+90.2%
VCIT vs LYB
+622.7%
-532.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | +8.7% | -9.5% | -0.8% |
| 3M | -1.0% | -3.0% | +2.0% | -1.0% |
| 6M | -1.8% | +4.7% | -6.6% | -1.9% |
| YTD | -0.7% | +51.6% | -52.3% | -1.0% |
| 1Y | +1.0% | +24.4% | -23.4% | +0.7% |
| 3Y | +18.8% | -23.5% | +42.3% | +18.8% |
| 5Y | +3.5% | -6.5% | +10.0% | +3.3% |
| 10Y | +29.2% | +40.5% | -11.2% | +29.0% |
| All | +90.2% | +622.7% | -532.5% | +94.2% |
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 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