+113.7%
LQD vs VEA
+163.7%
-49.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | -1.1% | -1.1% | -0.1% | -1.0% |
| 3M | -2.3% | +5.1% | -7.4% | -2.8% |
| 6M | -2.9% | +9.8% | -12.7% | -3.8% |
| YTD | -2.3% | +15.9% | -18.2% | -3.7% |
| 1Y | -2.2% | +24.6% | -26.7% | -4.2% |
| 3Y | +14.0% | +75.5% | -61.5% | +8.1% |
| 5Y | -5.8% | +59.4% | -65.2% | -10.3% |
| 10Y | +22.2% | +160.3% | -138.1% | +11.9% |
| All | +113.7% | +163.7% | -49.9% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling