+25.5%
LQD vs FN
+763.2%
-737.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | -1.5% | +20.8% | -22.3% | -2.0% |
| 30D | +0.9% | -17.3% | +18.2% | +1.2% |
| 3M | -1.7% | -38.1% | +36.4% | -0.8% |
| 6M | -2.8% | -44.2% | +41.5% | -1.8% |
| YTD | -2.8% | -22.3% | +19.5% | -3.0% |
| 1Y | -2.8% | -20.9% | +18.1% | -3.2% |
| 3Y | +15.5% | +111.1% | -95.6% | +10.5% |
| 5Y | -4.9% | +191.8% | -196.8% | -10.5% |
| All | +25.5% | +763.2% | -737.7% | +15.6% |
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