+27.2%
VCIT vs USHY
+50.7%
-23.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.8% | 0.0% | -0.7% | -0.8% |
| 3M | -0.5% | +1.2% | -1.7% | -1.0% |
| 6M | -1.4% | +2.6% | -4.0% | -2.5% |
| YTD | -0.8% | +2.4% | -3.2% | -1.9% |
| 1Y | +0.3% | +4.2% | -3.9% | -1.6% |
| 3Y | +19.2% | +28.0% | -8.8% | +6.9% |
| 5Y | +3.6% | +21.8% | -18.2% | -6.0% |
| All | +27.2% | +50.7% | -23.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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