-97.2%
LIQT vs VT
+222.7%
-319.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.2% | +5.0% |
| 7D | +25.5% | -0.1% | +25.6% | +25.5% |
| 30D | -4.2% | -0.7% | -3.5% | -3.8% |
| 3M | -13.8% | +4.0% | -17.7% | -16.1% |
| 6M | -53.1% | +12.3% | -65.4% | -56.6% |
| YTD | -52.7% | +14.0% | -66.8% | -56.7% |
| 1Y | -70.9% | +20.3% | -91.2% | -74.3% |
| 3Y | -80.2% | +75.4% | -155.7% | -86.6% |
| 5Y | -98.4% | +66.0% | -164.4% | -98.9% |
| 10Y | -97.2% | +228.2% | -325.4% | -98.2% |
| All | -97.2% | +222.7% | -319.8% | -98.2% |
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