+49.7%
USHY vs VCLT
+11.3%
+38.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | +0.1% | -4.8% | +4.8% | +1.7% |
| 6M | +1.8% | -2.6% | +4.3% | +2.6% |
| YTD | +1.8% | -3.3% | +5.1% | +2.9% |
| 1Y | +3.3% | -4.8% | +8.1% | +4.9% |
| 3Y | +27.0% | +11.5% | +15.4% | +21.8% |
| 5Y | +21.0% | -17.0% | +38.0% | +26.0% |
| All | +49.7% | +11.3% | +38.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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