+644.6%
VRT vs LQD
+15.0%
+629.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | +0.2% | +13.4% | +13.4% |
| 30D | +6.8% | -0.6% | +7.4% | +7.3% |
| 3M | -3.2% | -1.2% | -2.0% | -2.3% |
| 6M | +20.3% | -1.9% | +22.3% | +22.3% |
| YTD | +79.6% | -1.3% | +80.9% | +81.8% |
| 1Y | +139.0% | -1.0% | +140.0% | +141.6% |
| 3Y | +644.6% | +15.2% | +629.4% | +582.4% |
| All | +644.6% | +15.0% | +629.6% | +582.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling