+25.7%
LQD vs VST
+1,219.3%
-1,193.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.3% | -7.2% | 0.0% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +2.2% | -17.1% | +19.3% | +2.6% |
| 3M | -0.9% | -4.6% | +3.7% | -0.9% |
| 6M | -2.2% | -9.1% | +6.9% | -2.2% |
| YTD | -1.6% | -16.6% | +15.0% | -1.5% |
| 1Y | -1.3% | -29.5% | +28.2% | -0.8% |
| 3Y | +17.4% | +297.5% | -280.1% | +10.4% |
| 5Y | -5.2% | +654.5% | -659.7% | -12.8% |
| 10Y | +25.7% | +1,205.2% | -1,179.5% | +15.4% |
| All | +25.7% | +1,219.3% | -1,193.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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