+225.7%
VIK vs USHY
+19.5%
+206.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.1% |
| 7D | -0.9% | -0.7% | -0.2% | +2.6% |
| 30D | -18.4% | -0.7% | -17.7% | -15.6% |
| 3M | -8.8% | +0.1% | -8.8% | -9.0% |
| 6M | +17.1% | +1.8% | +15.4% | +8.7% |
| YTD | +19.0% | +1.8% | +17.3% | +10.8% |
| 1Y | +30.1% | +3.3% | +26.9% | +13.0% |
| All | +225.7% | +19.5% | +206.2% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling