+22.6%
LQD vs FN
+861.3%
-838.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.1% |
| 7D | -0.4% | -1.7% | +1.3% | -0.4% |
| 30D | -0.8% | -22.0% | +21.2% | -0.2% |
| 3M | -1.9% | -43.0% | +41.1% | -0.7% |
| 6M | -2.7% | -27.7% | +25.1% | -2.3% |
| YTD | -1.3% | -10.5% | +9.3% | -1.7% |
| 1Y | 0.0% | +12.5% | -12.5% | -1.2% |
| 3Y | +14.9% | +153.8% | -138.9% | +9.6% |
| 5Y | -4.6% | +288.0% | -292.6% | -10.7% |
| All | +22.6% | +861.3% | -838.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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