+359.1%
VST vs LYB
-20.7%
+379.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +9.9% | -0.9% | +10.8% | +10.0% |
| 30D | +7.9% | +9.5% | -1.6% | +6.2% |
| 3M | +3.4% | +1.3% | +2.1% | +3.0% |
| 6M | -4.1% | -1.7% | -2.4% | -5.2% |
| YTD | -5.7% | +54.1% | -59.8% | -17.5% |
| 1Y | -18.9% | +25.7% | -44.6% | -24.8% |
| 3Y | +359.1% | -20.9% | +380.0% | +370.0% |
| All | +359.1% | -20.7% | +379.7% | +370.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling