+556.1%
VTV vs LYB
+624.6%
-68.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -1.0% | +2.5% | -3.5% | -1.9% |
| 3M | +4.6% | +1.4% | +3.3% | +3.6% |
| 6M | +13.5% | -3.5% | +17.0% | +12.2% |
| YTD | +18.5% | +52.0% | -33.5% | +0.5% |
| 1Y | +22.9% | +22.1% | +0.8% | +11.1% |
| 3Y | +67.8% | -22.8% | +90.6% | +72.4% |
| 5Y | +81.8% | -3.4% | +85.2% | +70.3% |
| 10Y | +233.0% | +47.4% | +185.6% | +149.6% |
| All | +556.1% | +624.6% | -68.5% | +162.8% |
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 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