+182.8%
VXUS vs LYB
+350.4%
-167.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +1.0% | +9.5% | -8.5% | -1.9% |
| 3M | +5.7% | +1.3% | +4.4% | +4.6% |
| 6M | +13.6% | -1.7% | +15.3% | +11.4% |
| YTD | +17.4% | +54.1% | -36.7% | -1.1% |
| 1Y | +25.1% | +25.7% | -0.6% | +11.7% |
| 3Y | +75.8% | -20.9% | +96.8% | +78.6% |
| 5Y | +55.4% | -1.5% | +56.9% | +44.1% |
| 10Y | +146.4% | +45.0% | +101.4% | +80.8% |
| All | +182.8% | +350.4% | -167.7% | +20.8% |
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