+1,934.0%
VRT vs LQD
+20.7%
+1,913.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +10.5% | -1.6% | +12.2% | +12.5% |
| 30D | -9.3% | +0.5% | -9.8% | -10.1% |
| 3M | -29.6% | -2.3% | -27.3% | -28.0% |
| 6M | -45.4% | -3.1% | -42.3% | -43.6% |
| YTD | +24.8% | -3.0% | +27.8% | +29.1% |
| 1Y | +23.6% | -2.6% | +26.2% | +27.3% |
| 3Y | +379.7% | +15.2% | +364.5% | +307.9% |
| 5Y | +660.3% | -5.2% | +665.5% | +690.1% |
| All | +1,934.0% | +20.7% | +1,913.2% | +2,036.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling