-3.7%
LQD vs NVTS
-16.8%
+13.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -1.3% | -16.5% | +15.2% | -1.1% |
| 3M | -3.2% | -47.6% | +44.4% | -2.6% |
| 6M | -2.1% | +7.3% | -9.4% | -2.7% |
| YTD | -2.4% | +62.9% | -65.2% | -3.6% |
| 1Y | -2.7% | +91.3% | -94.0% | -4.4% |
| 3Y | +14.2% | +43.4% | -29.2% | +11.6% |
| All | -3.7% | -16.8% | +13.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling