+2,545.5%
VRT vs LYB
-2.2%
+2,547.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | +2.4% | -3.1% | +5.5% | +3.4% |
| 30D | -2.7% | +4.0% | -6.7% | -4.1% |
| 3M | -9.2% | +2.4% | -11.6% | -10.8% |
| 6M | -0.5% | -1.4% | +0.9% | -3.2% |
| YTD | +62.3% | +53.9% | +8.4% | +32.7% |
| 1Y | +109.6% | +26.1% | +83.5% | +83.1% |
| 3Y | +573.1% | -21.0% | +594.1% | +587.5% |
| 5Y | +953.6% | -0.7% | +954.4% | +890.0% |
| All | +2,545.5% | -2.2% | +2,547.7% | +1,811.3% |
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