+1,075.1%
VST vs LYB
+41.1%
+1,034.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +6.6% | +6.1% | +0.5% | +4.8% |
| 30D | -12.4% | +5.3% | -17.7% | -13.7% |
| 3M | -9.0% | +4.3% | -13.3% | -10.5% |
| 6M | -6.4% | -10.8% | +4.4% | -4.3% |
| YTD | -17.2% | +53.8% | -70.9% | -29.8% |
| 1Y | -22.0% | +50.5% | -72.5% | -33.8% |
| 3Y | +296.7% | -16.4% | +313.1% | +297.3% |
| 5Y | +637.6% | -4.8% | +642.4% | +595.6% |
| 10Y | +1,138.2% | +38.2% | +1,100.0% | +869.4% |
| All | +1,075.1% | +41.1% | +1,034.0% | +815.7% |
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