+1,216.9%
VST vs LYB
+39.1%
+1,177.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.0% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | +6.2% | +8.7% | -2.5% | +3.5% |
| 3M | -2.7% | -3.0% | +0.3% | -2.5% |
| 6M | -8.4% | +4.7% | -13.1% | -11.6% |
| YTD | -7.2% | +51.6% | -58.8% | -20.8% |
| 1Y | -20.9% | +24.4% | -45.2% | -28.7% |
| 3Y | +384.0% | -23.5% | +407.5% | +399.1% |
| 5Y | +757.1% | -6.5% | +763.6% | +713.3% |
| All | +1,216.9% | +39.1% | +1,177.7% | +933.0% |
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 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