+170.8%
VT vs USHY
+50.7%
+120.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -0.1% | +0.6% | +0.7% |
| 30D | +1.0% | +0.1% | +0.9% | +0.8% |
| 3M | +2.4% | +0.8% | +1.6% | +1.1% |
| 6M | +12.0% | +1.7% | +10.3% | +9.1% |
| YTD | +15.3% | +2.5% | +12.9% | +11.0% |
| 1Y | +22.6% | +4.4% | +18.2% | +14.4% |
| 3Y | +74.7% | +27.4% | +47.3% | +18.7% |
| 5Y | +66.1% | +21.7% | +44.4% | +23.6% |
| All | +170.8% | +50.7% | +120.1% | +49.2% |
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