+111.7%
VTR vs USHY
+49.7%
+62.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -0.3% | -0.7% | +0.4% | +1.2% |
| 30D | +1.1% | -0.7% | +1.8% | +2.6% |
| 3M | +7.9% | +0.1% | +7.8% | +7.6% |
| 6M | +6.2% | +1.8% | +4.4% | +1.8% |
| YTD | +17.7% | +1.8% | +16.0% | +12.9% |
| 1Y | +32.9% | +3.3% | +29.6% | +23.2% |
| 3Y | +129.7% | +27.0% | +102.7% | +32.9% |
| 5Y | +89.3% | +21.0% | +68.3% | +26.2% |
| All | +111.7% | +49.7% | +62.0% | +3.3% |
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