-78.7%
VFC vs USHY
+21.5%
-100.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.6% |
| 7D | -2.3% | -0.1% | -2.2% | -1.9% |
| 30D | -13.4% | 0.0% | -13.3% | -13.2% |
| 3M | -23.7% | +0.8% | -24.5% | -25.3% |
| 6M | -24.5% | +1.9% | -26.4% | -27.9% |
| YTD | -27.8% | +2.3% | -30.1% | -31.6% |
| 1Y | -13.5% | +4.1% | -17.6% | -21.7% |
| 3Y | -27.1% | +27.8% | -54.9% | -56.8% |
| All | -78.7% | +21.5% | -100.2% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling