+297.8%
VTI vs LYB
+48.3%
+249.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.4% | +2.5% | -3.9% | -2.3% |
| 3M | +3.6% | +1.4% | +2.2% | +2.6% |
| 6M | +13.6% | -3.5% | +17.1% | +12.1% |
| YTD | +12.9% | +52.0% | -39.1% | -4.3% |
| 1Y | +17.2% | +22.1% | -4.8% | +5.9% |
| 3Y | +75.7% | -22.8% | +98.5% | +80.6% |
| 5Y | +75.4% | -3.4% | +78.8% | +64.6% |
| All | +297.8% | +48.3% | +249.5% | +203.8% |
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