+125.3%
LQD vs VWO
+320.5%
-195.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | -3.2% | +2.2% | -5.4% | -3.3% |
| 6M | -2.1% | +8.8% | -10.9% | -2.6% |
| YTD | -2.4% | +12.4% | -14.7% | -3.0% |
| 1Y | -2.7% | +15.6% | -18.3% | -3.5% |
| 3Y | +14.2% | +62.5% | -48.3% | +11.0% |
| 5Y | -5.8% | +34.3% | -40.1% | -7.8% |
| 10Y | +22.2% | +114.8% | -92.6% | +16.8% |
| All | +125.3% | +320.5% | -195.2% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling