+688.8%
VRT vs USHY
+19.8%
+669.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.9% |
| 7D | +18.6% | -0.3% | +18.9% | +20.1% |
| 30D | -11.7% | +0.3% | -11.9% | -12.4% |
| 3M | -27.3% | -1.7% | -25.6% | -22.5% |
| 6M | -42.9% | -0.4% | -42.5% | -41.7% |
| YTD | +29.5% | +0.7% | +28.8% | +28.5% |
| 1Y | +21.0% | +1.8% | +19.3% | +16.3% |
| 3Y | +403.1% | +25.3% | +377.8% | +164.5% |
| 5Y | +688.8% | +19.9% | +669.0% | +444.6% |
| All | +688.8% | +19.8% | +669.0% | +444.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling