+535.3%
VRT vs USHY
+27.0%
+508.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -3.3% |
| 7D | -7.7% | -0.7% | -7.0% | -4.2% |
| 30D | -12.0% | -0.5% | -11.4% | -9.5% |
| 3M | -11.7% | +0.5% | -12.2% | -13.2% |
| 6M | -8.1% | +1.5% | -9.6% | -13.1% |
| YTD | +53.2% | +1.7% | +51.5% | +43.9% |
| 1Y | +81.7% | +3.5% | +78.1% | +59.0% |
| All | +535.3% | +27.0% | +508.3% | +236.0% |
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 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