+25.6%
VCIT vs USHY
+48.2%
-22.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.4% | -0.3% | -1.1% | -1.2% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | -1.7% | -1.7% | 0.0% | -1.0% |
| 6M | -2.1% | -0.4% | -1.7% | -1.9% |
| YTD | -2.0% | +0.7% | -2.7% | -2.3% |
| 1Y | -1.5% | +1.8% | -3.2% | -2.2% |
| 3Y | +19.0% | +25.3% | -6.3% | +7.7% |
| 5Y | +3.8% | +19.9% | -16.1% | -5.2% |
| All | +25.6% | +48.2% | -22.5% | +8.7% |
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