+22.2%
LQD vs VEA
+165.0%
-142.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | -1.3% | -0.8% | -0.5% | -1.1% |
| 3M | -3.2% | +2.5% | -5.7% | -3.7% |
| 6M | -2.1% | +11.1% | -13.3% | -4.1% |
| YTD | -2.4% | +17.2% | -19.5% | -5.3% |
| 1Y | -2.7% | +24.5% | -27.2% | -6.6% |
| 3Y | +14.2% | +75.4% | -61.2% | +2.7% |
| 5Y | -5.8% | +61.1% | -66.9% | -14.9% |
| All | +22.2% | +165.0% | -142.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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