+22.5%
LQD vs FTV
+89.3%
-66.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -0.6% | -8.3% | +7.7% | 0.0% |
| 3M | -1.2% | -7.4% | +6.2% | -0.7% |
| 6M | -1.9% | -1.2% | -0.7% | -2.0% |
| YTD | -1.3% | +2.7% | -4.0% | -1.7% |
| 1Y | -1.0% | +18.4% | -19.5% | -2.5% |
| 3Y | +15.2% | -2.0% | +17.3% | +14.6% |
| 5Y | -4.4% | +3.4% | -7.8% | -6.0% |
| 10Y | +22.6% | +78.5% | -55.9% | +17.3% |
| All | +22.5% | +89.3% | -66.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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