-2.7%
LQD vs VFC
-10.6%
+8.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.2% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -1.3% | -9.0% | +7.7% | -1.0% |
| 3M | -3.2% | -24.2% | +21.0% | -2.4% |
| 6M | -2.1% | -18.5% | +16.4% | -1.6% |
| YTD | -2.4% | -25.9% | +23.5% | -1.8% |
| 1Y | -2.7% | -13.0% | +10.3% | -2.4% |
| All | -2.7% | -10.6% | +8.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling