+87.1%
VTRS vs USHY
+27.0%
+60.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -2.2% | -0.7% | -1.5% | -0.6% |
| 30D | +3.3% | -0.7% | +4.0% | +5.0% |
| 3M | +2.0% | +0.1% | +1.9% | +1.9% |
| 6M | +19.9% | +1.8% | +18.2% | +15.3% |
| YTD | +35.7% | +1.8% | +34.0% | +30.7% |
| 1Y | +68.1% | +3.3% | +64.8% | +56.6% |
| 3Y | +87.1% | +27.0% | +60.1% | +24.2% |
| All | +87.1% | +27.0% | +60.0% | +24.2% |
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 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