+75.0%
VTI vs LYB
-4.6%
+79.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.4% | +2.5% | -3.9% | -2.1% |
| 3M | +3.6% | +1.4% | +2.2% | +2.9% |
| 6M | +13.6% | -3.5% | +17.1% | +12.2% |
| YTD | +12.9% | +52.0% | -39.1% | -3.4% |
| 1Y | +17.2% | +22.1% | -4.8% | +7.0% |
| 3Y | +75.7% | -22.8% | +98.5% | +83.2% |
| All | +75.0% | -4.6% | +79.7% | +68.5% |
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