+134.5%
LQD vs VGT
+2,251.7%
-2,117.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -1.1% | -1.0% | 0.0% | -1.0% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -2.3% | +6.6% | -9.0% | -2.8% |
| 6M | -2.9% | +31.0% | -33.9% | -4.6% |
| YTD | -2.3% | +27.2% | -29.6% | -3.9% |
| 1Y | -2.2% | +34.5% | -36.6% | -4.2% |
| 3Y | +14.0% | +123.1% | -109.1% | +7.8% |
| 5Y | -5.8% | +135.1% | -140.9% | -11.7% |
| 10Y | +22.2% | +803.4% | -781.2% | +9.4% |
| All | +134.5% | +2,251.7% | -2,117.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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