+409.4%
VT vs LYB
+612.0%
-202.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +0.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -1.7% | +5.3% | -7.1% | -3.5% |
| 3M | -2.3% | -1.2% | -1.1% | -2.6% |
| 6M | +1.5% | -13.1% | +14.6% | +4.6% |
| YTD | +12.0% | +49.3% | -37.3% | -5.2% |
| 1Y | +12.9% | +51.8% | -38.9% | -5.4% |
| 3Y | +74.9% | -18.9% | +93.8% | +75.5% |
| 5Y | +59.9% | -6.9% | +66.8% | +50.7% |
| 10Y | +224.6% | +34.2% | +190.4% | +145.0% |
| All | +409.4% | +612.0% | -202.6% | +85.7% |
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