+22.2%
LQD vs VTRS
-48.4%
+70.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -1.3% | +3.3% | -4.6% | -1.4% |
| 3M | -3.2% | +2.0% | -5.2% | -3.3% |
| 6M | -2.1% | +19.9% | -22.1% | -2.7% |
| YTD | -2.4% | +35.7% | -38.1% | -3.3% |
| 1Y | -2.7% | +68.1% | -70.8% | -4.2% |
| 3Y | +14.2% | +87.1% | -72.9% | +11.7% |
| 5Y | -5.8% | +47.6% | -53.4% | -7.8% |
| All | +22.2% | -48.4% | +70.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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