+75.4%
VEA vs USHY
+27.0%
+48.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | -0.7% | -0.8% | +0.1% |
| 30D | -0.8% | -0.7% | -0.2% | +0.7% |
| 3M | +2.5% | +0.1% | +2.4% | +2.4% |
| 6M | +11.1% | +1.8% | +9.4% | +7.4% |
| YTD | +17.2% | +1.8% | +15.4% | +13.3% |
| 1Y | +24.5% | +3.3% | +21.2% | +17.0% |
| 3Y | +75.4% | +27.0% | +48.5% | +17.6% |
| All | +75.4% | +27.0% | +48.4% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling