+1,934.0%
VRT vs USHY
+46.2%
+1,887.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.3% |
| 7D | +10.5% | -0.4% | +10.9% | +11.8% |
| 30D | -9.3% | +0.6% | -9.9% | -10.6% |
| 3M | -29.6% | -2.0% | -27.6% | -25.7% |
| 6M | -45.4% | -0.5% | -44.8% | -44.3% |
| YTD | +24.8% | +0.6% | +24.2% | +24.7% |
| 1Y | +23.6% | +2.1% | +21.5% | +19.3% |
| 3Y | +379.7% | +25.3% | +354.4% | +203.0% |
| 5Y | +660.3% | +19.7% | +640.6% | +437.5% |
| All | +1,934.0% | +46.2% | +1,887.8% | +1,093.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling