-33.5%
VG vs LYB
-6.8%
-26.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.6% |
| 7D | +9.6% | +0.3% | +9.3% | +9.4% |
| 30D | +15.2% | +2.5% | +12.7% | +13.0% |
| 3M | +24.1% | +1.4% | +22.7% | +23.0% |
| 6M | +27.2% | -3.5% | +30.6% | +32.0% |
| YTD | +132.3% | +52.0% | +80.3% | +90.3% |
| 1Y | +15.7% | +22.1% | -6.4% | +7.4% |
| All | -33.5% | -6.8% | -26.8% | -34.5% |
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