+88.1%
VCIT vs LYB
+589.5%
-501.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | +0.1% | -8.3% | +8.4% | +0.1% |
| 30D | +1.1% | +0.9% | +0.2% | +1.1% |
| 3M | -1.4% | -2.3% | +0.9% | -1.4% |
| 6M | -2.3% | -13.8% | +11.5% | -2.3% |
| YTD | -1.8% | +44.6% | -46.4% | -2.1% |
| 1Y | -1.0% | +50.6% | -51.6% | -1.4% |
| 3Y | +19.3% | -21.4% | +40.7% | +19.2% |
| 5Y | +3.8% | -8.0% | +11.8% | +3.7% |
| 10Y | +30.6% | +28.2% | +2.4% | +30.3% |
| All | +88.1% | +589.5% | -501.4% | +92.1% |
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