+777.0%
VST vs LYB
-0.7%
+777.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +5.3% | -3.1% | +8.4% | +6.0% |
| 30D | +5.8% | +4.0% | +1.7% | +4.8% |
| 3M | +3.5% | +2.4% | +1.1% | +2.5% |
| 6M | -7.4% | -1.4% | -6.0% | -8.7% |
| YTD | -6.1% | +53.9% | -60.0% | -18.8% |
| 1Y | -21.6% | +26.1% | -47.7% | -28.4% |
| 3Y | +357.2% | -21.0% | +378.2% | +370.0% |
| 5Y | +777.0% | -0.7% | +777.8% | +755.2% |
| All | +777.0% | -0.7% | +777.7% | +755.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling