+66.6%
VT vs LYB
-5.3%
+71.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | -0.2% | +9.5% | -9.7% | -2.2% |
| 3M | +4.5% | +1.3% | +3.3% | +3.9% |
| 6M | +14.1% | -1.7% | +15.8% | +12.1% |
| YTD | +14.8% | +54.1% | -39.4% | -1.5% |
| 1Y | +21.2% | +25.7% | -4.5% | +10.1% |
| 3Y | +76.6% | -20.9% | +97.5% | +83.4% |
| 5Y | +66.6% | -1.5% | +68.1% | +58.4% |
| All | +66.6% | -5.3% | +71.9% | +58.4% |
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