+25.5%
LQD vs VCIT
+29.6%
-4.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +2.4% | +1.9% | +0.5% | -0.2% |
| 3M | -0.9% | -1.4% | +0.6% | +1.0% |
| 6M | -2.3% | -2.1% | -0.2% | +0.5% |
| YTD | -1.7% | -1.6% | -0.1% | +0.4% |
| 1Y | -1.6% | -0.9% | -0.7% | -0.4% |
| 3Y | +17.6% | +20.0% | -2.4% | -7.5% |
| 5Y | -5.3% | +3.1% | -8.4% | -7.9% |
| All | +25.5% | +29.6% | -4.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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