+123.9%
VWO vs LYB
+624.6%
-500.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | -0.1% | +2.5% | -2.6% | -1.0% |
| 3M | +2.2% | +1.4% | +0.9% | +1.1% |
| 6M | +8.8% | -3.5% | +12.2% | +7.1% |
| YTD | +12.4% | +52.0% | -39.6% | -5.6% |
| 1Y | +15.6% | +22.1% | -6.5% | +3.7% |
| 3Y | +62.5% | -22.8% | +85.3% | +66.3% |
| 5Y | +34.3% | -3.4% | +37.6% | +24.2% |
| 10Y | +114.8% | +47.4% | +67.4% | +51.6% |
| All | +123.9% | +624.6% | -500.7% | -27.5% |
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 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