+2,486.9%
VRT vs LYB
-3.4%
+2,490.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | -8.4% | +0.3% | -8.6% | -8.4% |
| 30D | -10.9% | +2.5% | -13.3% | -11.7% |
| 3M | -13.7% | +1.4% | -15.1% | -14.9% |
| 6M | -4.1% | -3.5% | -0.6% | -6.0% |
| YTD | +58.7% | +52.0% | +6.8% | +30.3% |
| 1Y | +89.6% | +22.1% | +67.6% | +67.7% |
| 3Y | +558.1% | -22.8% | +580.9% | +577.5% |
| 5Y | +953.0% | -3.4% | +956.3% | +897.8% |
| All | +2,486.9% | -3.4% | +2,490.3% | +1,776.5% |
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