+255.3%
VEA vs LYB
+624.6%
-369.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | -0.8% | +2.5% | -3.3% | -1.7% |
| 3M | +2.5% | +1.4% | +1.1% | +1.4% |
| 6M | +11.1% | -3.5% | +14.6% | +9.5% |
| YTD | +17.2% | +52.0% | -34.8% | -1.2% |
| 1Y | +24.5% | +22.1% | +2.5% | +11.9% |
| 3Y | +75.4% | -22.8% | +98.2% | +79.4% |
| 5Y | +61.1% | -3.4% | +64.5% | +50.1% |
| 10Y | +163.1% | +47.4% | +115.8% | +91.4% |
| All | +255.3% | +624.6% | -369.3% | +23.6% |
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