+228.0%
VTI vs USHY
+49.7%
+178.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -0.7% | -0.2% | +0.3% |
| 30D | -1.4% | -0.7% | -0.8% | -0.2% |
| 3M | +3.6% | +0.1% | +3.5% | +3.6% |
| 6M | +13.6% | +1.8% | +11.8% | +10.3% |
| YTD | +12.9% | +1.8% | +11.1% | +9.7% |
| 1Y | +17.2% | +3.3% | +13.9% | +11.0% |
| 3Y | +75.7% | +27.0% | +48.7% | +17.2% |
| 5Y | +75.4% | +21.0% | +54.4% | +29.6% |
| All | +228.0% | +49.7% | +178.3% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling