+1,208.7%
VST vs LYB
+39.5%
+1,169.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.2% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +1.2% | +2.5% | -1.3% | +0.3% |
| 3M | +1.5% | +1.4% | +0.1% | +0.6% |
| 6M | -6.5% | -3.5% | -3.0% | -7.4% |
| YTD | -7.8% | +52.0% | -59.8% | -21.3% |
| 1Y | -26.9% | +22.1% | -49.0% | -33.6% |
| 3Y | +353.9% | -22.8% | +376.6% | +366.9% |
| 5Y | +782.7% | -3.4% | +786.1% | +729.1% |
| All | +1,208.7% | +39.5% | +1,169.2% | +925.9% |
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