-99.7%
LIQT vs VT
+382.0%
-481.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +1.9% |
| 7D | -6.2% | +0.4% | -6.6% | -6.4% |
| 30D | -26.8% | -2.6% | -24.2% | -25.5% |
| 3M | -53.1% | -3.2% | -49.9% | -52.2% |
| 6M | -86.8% | +0.9% | -87.7% | -86.7% |
| YTD | -79.5% | +11.3% | -90.8% | -80.6% |
| 1Y | -86.7% | +14.0% | -100.7% | -87.6% |
| 3Y | -92.4% | +75.8% | -168.2% | -94.4% |
| 5Y | -99.3% | +57.8% | -157.1% | -99.5% |
| 10Y | -98.6% | +219.8% | -318.4% | -99.2% |
| All | -99.7% | +382.0% | -481.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling