+110.6%
LQD vs VEU
+188.7%
-78.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -0.2% | +0.7% | -0.9% | -0.3% |
| 3M | -1.7% | +4.7% | -6.4% | -2.1% |
| 6M | -2.7% | +11.6% | -14.3% | -3.7% |
| YTD | -1.4% | +16.8% | -18.2% | -2.8% |
| 1Y | -1.0% | +24.9% | -25.9% | -2.9% |
| 3Y | +15.1% | +75.7% | -60.7% | +9.6% |
| 5Y | -5.2% | +56.1% | -61.3% | -9.2% |
| 10Y | +23.3% | +153.6% | -130.3% | +14.1% |
| All | +110.6% | +188.7% | -78.1% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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