+403.7%
VT vs LYB
+589.5%
-185.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | -0.1% | -8.3% | +8.2% | +2.3% |
| 30D | -3.1% | +0.9% | -4.0% | -3.6% |
| 3M | -3.5% | -2.3% | -1.2% | -3.5% |
| 6M | +0.5% | -13.8% | +14.3% | +3.7% |
| YTD | +10.8% | +44.6% | -33.8% | -5.4% |
| 1Y | +11.9% | +50.6% | -38.7% | -6.1% |
| 3Y | +73.0% | -21.4% | +94.4% | +75.2% |
| 5Y | +58.6% | -8.0% | +66.6% | +49.9% |
| 10Y | +219.2% | +28.2% | +191.0% | +144.3% |
| All | +403.7% | +589.5% | -185.8% | +85.3% |
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