-74.2%
VFC vs USHY
+49.7%
-123.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | -0.7% | -0.7% | +0.3% |
| 30D | -9.0% | -0.7% | -8.3% | -7.4% |
| 3M | -24.2% | +0.1% | -24.2% | -24.1% |
| 6M | -18.5% | +1.8% | -20.3% | -21.4% |
| YTD | -25.9% | +1.8% | -27.6% | -28.4% |
| 1Y | -13.0% | +3.3% | -16.3% | -18.6% |
| 3Y | -20.3% | +27.0% | -47.3% | -51.0% |
| 5Y | -78.1% | +21.0% | -99.1% | -84.6% |
| All | -74.2% | +49.7% | -123.9% | -87.8% |
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