-74.3%
VFC vs USHY
+50.7%
-125.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -11.9% | 0.0% | -11.9% | -11.9% |
| 3M | -20.2% | +1.2% | -21.3% | -22.2% |
| 6M | -23.0% | +2.6% | -25.6% | -27.3% |
| YTD | -26.2% | +2.4% | -28.7% | -29.9% |
| 1Y | -13.3% | +4.2% | -17.6% | -20.8% |
| 3Y | -25.5% | +28.0% | -53.5% | -55.1% |
| 5Y | -78.1% | +21.8% | -99.9% | -84.9% |
| All | -74.3% | +50.7% | -125.0% | -88.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling