+559.2%
VGT vs USHY
+50.4%
+508.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.3% |
| 7D | +1.5% | -0.1% | +1.6% | +1.8% |
| 30D | +0.5% | 0.0% | +0.6% | +0.7% |
| 3M | +5.3% | +0.8% | +4.4% | +3.5% |
| 6M | +32.4% | +1.9% | +30.5% | +27.8% |
| YTD | +28.6% | +2.3% | +26.3% | +23.3% |
| 1Y | +37.6% | +4.1% | +33.5% | +27.2% |
| 3Y | +125.5% | +27.8% | +97.7% | +39.9% |
| 5Y | +135.2% | +21.5% | +113.7% | +65.7% |
| All | +559.2% | +50.4% | +508.8% | +223.3% |
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