+2,397.0%
VRT vs USHY
+47.9%
+2,349.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -4.4% |
| 7D | -7.7% | -0.7% | -7.0% | -5.9% |
| 30D | -12.0% | -0.5% | -11.4% | -10.6% |
| 3M | -11.7% | +0.5% | -12.2% | -12.5% |
| 6M | -8.1% | +1.5% | -9.6% | -10.6% |
| YTD | +53.2% | +1.7% | +51.5% | +48.6% |
| 1Y | +81.7% | +3.5% | +78.1% | +69.6% |
| 3Y | +535.3% | +27.2% | +508.1% | +287.3% |
| 5Y | +916.4% | +21.0% | +895.4% | +598.7% |
| All | +2,397.0% | +47.9% | +2,349.1% | +1,321.3% |
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 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