+13.8%
VRT vs LYB
+47.4%
-33.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.7% | -8.2% | -13.4% |
| 7D | -15.4% | -6.2% | -9.2% | -16.0% |
| 30D | -19.0% | +6.3% | -25.3% | -18.2% |
| 3M | -23.8% | +4.1% | -27.9% | -23.2% |
| 6M | -37.9% | -15.5% | -22.4% | -37.4% |
| YTD | +27.0% | +50.2% | -23.3% | +23.5% |
| 1Y | +13.8% | +50.6% | -36.8% | +10.7% |
| All | +13.8% | +47.4% | -33.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling