+34.1%
LQD vs VTEB
+25.5%
+8.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.5% |
| 7D | -1.1% | -0.9% | -0.2% | 0.0% |
| 30D | -1.3% | -2.5% | +1.2% | +1.7% |
| 3M | -3.2% | -3.0% | -0.2% | +0.3% |
| 6M | -2.1% | -2.1% | 0.0% | +0.4% |
| YTD | -2.4% | -1.5% | -0.9% | -0.6% |
| 1Y | -2.7% | +0.2% | -2.8% | -2.8% |
| 3Y | +14.2% | +8.6% | +5.6% | +3.9% |
| 5Y | -5.8% | +1.2% | -7.0% | -7.6% |
| 10Y | +22.2% | +18.1% | +4.1% | +2.2% |
| All | +34.1% | +25.5% | +8.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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