+22.2%
LQD vs VIVK
-100.0%
+122.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.3% | 0.0% |
| 7D | -1.1% | -4.4% | +3.3% | -1.1% |
| 30D | -1.3% | -40.8% | +39.5% | -1.2% |
| 3M | -3.2% | -94.1% | +90.9% | -3.0% |
| 6M | -2.1% | -98.2% | +96.1% | -1.9% |
| YTD | -2.4% | -98.0% | +95.7% | -2.2% |
| 1Y | -2.7% | -100.0% | +97.3% | -2.2% |
| 3Y | +14.2% | -100.0% | +114.2% | +14.7% |
| 5Y | -5.8% | -100.0% | +94.2% | -5.4% |
| All | +22.2% | -100.0% | +122.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling