+2,486.9%
VRT vs LQD
+21.5%
+2,465.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -1.1% | -7.3% | -7.2% |
| 30D | -10.9% | -1.3% | -9.6% | -9.6% |
| 3M | -13.7% | -3.2% | -10.5% | -10.5% |
| 6M | -4.1% | -2.1% | -2.0% | -1.5% |
| YTD | +58.7% | -2.4% | +61.1% | +63.5% |
| 1Y | +89.6% | -2.7% | +92.3% | +96.0% |
| 3Y | +558.1% | +14.2% | +543.9% | +466.6% |
| 5Y | +953.0% | -5.8% | +958.8% | +1,002.6% |
| All | +2,486.9% | +21.5% | +2,465.3% | +2,606.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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