+953.6%
VRT vs USHY
+21.5%
+932.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -8.9% |
| 7D | +2.4% | -0.1% | +2.5% | +3.0% |
| 30D | -2.7% | 0.0% | -2.6% | -2.4% |
| 3M | -9.2% | +0.8% | -10.0% | -11.5% |
| 6M | -0.5% | +1.9% | -2.4% | -5.9% |
| YTD | +62.3% | +2.3% | +60.1% | +52.4% |
| 1Y | +109.6% | +4.1% | +105.4% | +86.0% |
| 3Y | +573.1% | +27.8% | +545.3% | +230.1% |
| 5Y | +953.6% | +21.5% | +932.1% | +601.0% |
| All | +953.6% | +21.5% | +932.1% | +601.0% |
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 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