+228.2%
VT vs LYB
+45.4%
+182.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | -3.1% | +3.0% | +0.7% |
| 30D | -0.7% | +4.0% | -4.7% | -1.9% |
| 3M | +4.0% | +2.4% | +1.6% | +2.7% |
| 6M | +12.3% | -1.4% | +13.7% | +10.1% |
| YTD | +14.0% | +53.9% | -39.9% | -3.4% |
| 1Y | +20.3% | +26.1% | -5.8% | +7.8% |
| 3Y | +75.4% | -21.0% | +96.5% | +79.0% |
| 5Y | +66.0% | -0.7% | +66.7% | +54.4% |
| 10Y | +228.2% | +49.3% | +178.9% | +148.8% |
| All | +228.2% | +45.4% | +182.8% | +148.8% |
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