+996.9%
VUG vs LYB
+624.6%
+372.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -1.0% | +2.5% | -3.4% | -1.8% |
| 3M | +3.5% | +1.4% | +2.1% | +2.5% |
| 6M | +14.2% | -3.5% | +17.7% | +12.8% |
| YTD | +8.5% | +52.0% | -43.5% | -7.0% |
| 1Y | +12.9% | +22.1% | -9.2% | +2.6% |
| 3Y | +85.6% | -22.8% | +108.4% | +89.6% |
| 5Y | +78.1% | -3.4% | +81.5% | +67.6% |
| 10Y | +422.5% | +47.4% | +375.1% | +291.4% |
| All | +996.9% | +624.6% | +372.2% | +332.2% |
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