-73.8%
VFC vs USHY
+50.7%
-124.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.3% |
| 30D | -11.6% | +0.1% | -11.7% | -11.8% |
| 3M | -18.1% | +0.8% | -18.9% | -19.5% |
| 6M | -27.4% | +1.7% | -29.1% | -29.9% |
| YTD | -24.8% | +2.5% | -27.3% | -28.6% |
| 1Y | -8.2% | +4.4% | -12.6% | -16.4% |
| 3Y | -29.1% | +27.4% | -56.5% | -56.8% |
| 5Y | -79.2% | +21.7% | -100.9% | -85.6% |
| All | -73.8% | +50.7% | -124.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling