+769.3%
VST vs USHY
+21.7%
+747.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | +8.9% | -0.1% | +9.0% | +9.2% |
| 30D | +6.2% | +0.1% | +6.1% | +6.0% |
| 3M | -2.7% | +0.8% | -3.6% | -4.3% |
| 6M | -8.4% | +1.7% | -10.1% | -11.1% |
| YTD | -7.2% | +2.5% | -9.7% | -11.2% |
| 1Y | -20.9% | +4.4% | -25.3% | -26.9% |
| 3Y | +384.0% | +27.4% | +356.6% | +235.3% |
| All | +769.3% | +21.7% | +747.6% | +566.5% |
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