+189.9%
LQD vs VFC
+178.9%
+11.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | -0.8% | -11.6% | +10.9% | -0.5% |
| 3M | -1.9% | -18.1% | +16.2% | -1.6% |
| 6M | -2.7% | -27.4% | +24.7% | -2.2% |
| YTD | -1.3% | -24.8% | +23.6% | -0.9% |
| 1Y | 0.0% | -8.2% | +8.2% | -0.1% |
| 3Y | +14.9% | -29.1% | +44.0% | +14.4% |
| 5Y | -4.6% | -79.2% | +74.6% | -4.4% |
| 10Y | +22.0% | -68.1% | +90.1% | +22.5% |
| All | +189.9% | +178.9% | +11.0% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling