+70.1%
VT vs USHY
+23.7%
+46.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | -0.3% | -2.1% | -1.7% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | -4.9% | -2.4% | -2.5% | +1.0% |
| 6M | -1.5% | -1.6% | +0.1% | +2.7% |
| YTD | +8.5% | -0.2% | +8.6% | +9.4% |
| 1Y | +11.4% | +1.2% | +10.1% | +8.8% |
| 3Y | +70.1% | +24.1% | +46.0% | +17.0% |
| All | +70.1% | +23.7% | +46.4% | +17.0% |
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