+379.7%
VRT vs LQD
+15.6%
+364.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +10.5% | -1.6% | +12.2% | +11.9% |
| 30D | -9.3% | +0.5% | -9.8% | -10.0% |
| 3M | -29.6% | -2.3% | -27.3% | -28.3% |
| 6M | -45.4% | -3.1% | -42.3% | -44.0% |
| YTD | +24.8% | -3.0% | +27.8% | +28.1% |
| 1Y | +23.6% | -2.6% | +26.2% | +26.6% |
| 3Y | +379.7% | +15.2% | +364.5% | +359.2% |
| All | +379.7% | +15.6% | +364.1% | +359.2% |
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