+2,826.7%
VRT vs USHY
+48.9%
+2,777.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | 0.0% | +13.6% | +13.5% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | -3.2% | +1.2% | -4.4% | -5.7% |
| 6M | +20.3% | +2.6% | +17.7% | +13.9% |
| YTD | +79.6% | +2.4% | +77.1% | +71.0% |
| 1Y | +139.0% | +4.2% | +134.8% | +119.2% |
| 3Y | +644.6% | +28.0% | +616.6% | +345.7% |
| 5Y | +1,024.4% | +21.8% | +1,002.6% | +659.2% |
| All | +2,826.7% | +48.9% | +2,777.8% | +1,535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling