-98.8%
LIQT vs VT
+224.4%
-323.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.5% |
| 30D | -24.4% | -1.7% | -22.6% | -23.2% |
| 3M | -55.7% | -2.3% | -53.4% | -55.0% |
| 6M | -86.4% | +1.5% | -87.9% | -86.4% |
| YTD | -78.8% | +12.0% | -90.8% | -80.3% |
| 1Y | -86.5% | +12.9% | -99.3% | -87.5% |
| 3Y | -92.0% | +74.9% | -167.0% | -94.6% |
| 5Y | -99.3% | +59.9% | -159.2% | -99.5% |
| 10Y | -98.8% | +224.6% | -323.4% | -99.1% |
| All | -98.8% | +224.4% | -323.1% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling