+14.2%
LQD vs VWO
+62.9%
-48.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | -3.2% | +2.2% | -5.4% | -3.6% |
| 6M | -2.1% | +8.8% | -10.9% | -3.5% |
| YTD | -2.4% | +12.4% | -14.7% | -4.3% |
| 1Y | -2.7% | +15.6% | -18.3% | -5.0% |
| 3Y | +14.2% | +62.5% | -48.3% | +2.4% |
| All | +14.2% | +62.9% | -48.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling