-13.0%
VFC vs USHY
+3.5%
-16.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.2% |
| 7D | -1.4% | -0.7% | -0.7% | +2.7% |
| 30D | -9.0% | -0.7% | -8.3% | -5.3% |
| 3M | -24.2% | +0.1% | -24.2% | -24.1% |
| 6M | -18.5% | +1.8% | -20.3% | -24.9% |
| YTD | -25.9% | +1.8% | -27.6% | -31.2% |
| 1Y | -13.0% | +3.3% | -16.3% | -28.4% |
| All | -13.0% | +3.5% | -16.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling