+132.9%
LQD vs VO
+825.6%
-692.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | +3.1% | -4.7% | -1.9% |
| 30D | +0.5% | +2.2% | -1.7% | +0.4% |
| 3M | -2.3% | -2.5% | +0.2% | -2.1% |
| 6M | -3.1% | +7.0% | -10.0% | -3.6% |
| YTD | -3.0% | +14.0% | -17.0% | -4.0% |
| 1Y | -2.6% | +15.6% | -18.2% | -3.7% |
| 3Y | +15.2% | +66.2% | -51.0% | +10.7% |
| 5Y | -5.2% | +36.6% | -41.8% | -8.0% |
| 10Y | +24.6% | +199.0% | -174.4% | +16.0% |
| All | +132.9% | +825.6% | -692.7% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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