+25.7%
LQD vs FN
+837.6%
-811.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.9% | -11.7% | -0.1% |
| 7D | +0.9% | +16.3% | -15.4% | +0.5% |
| 30D | +2.2% | -24.7% | +27.0% | +2.8% |
| 3M | -0.9% | -34.9% | +34.0% | -0.1% |
| 6M | -2.2% | -41.1% | +38.9% | -1.4% |
| YTD | -1.6% | -19.6% | +18.0% | -1.9% |
| 1Y | -1.3% | -18.5% | +17.2% | -1.7% |
| 3Y | +17.4% | +119.1% | -101.7% | +12.3% |
| 5Y | -5.2% | +206.9% | -212.1% | -10.8% |
| 10Y | +25.7% | +826.4% | -800.7% | +15.7% |
| All | +25.7% | +837.6% | -811.9% | +15.7% |
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