+30.6%
USHY vs VLTO
+25.1%
+5.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -0.1% | -2.6% | +2.4% | +0.1% |
| 30D | 0.0% | -2.5% | +2.4% | +0.1% |
| 3M | +0.8% | +10.1% | -9.2% | -0.1% |
| 6M | +1.9% | +1.0% | +0.9% | +1.8% |
| YTD | +2.3% | -4.8% | +7.0% | +2.6% |
| 1Y | +4.1% | -9.3% | +13.5% | +5.0% |
| All | +30.6% | +25.1% | +5.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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