-34.9%
VST vs LYB
+47.4%
-82.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.7% | -9.1% | -14.1% |
| 7D | -15.7% | -6.2% | -9.5% | -16.1% |
| 30D | -17.0% | +6.3% | -23.3% | -16.3% |
| 3M | -15.9% | +4.1% | -20.0% | -15.3% |
| 6M | -25.0% | -15.5% | -9.5% | -25.3% |
| YTD | -25.1% | +50.2% | -75.4% | -21.0% |
| 1Y | -34.9% | +50.6% | -85.5% | -31.2% |
| All | -34.9% | +47.4% | -82.3% | -31.2% |
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