Risk Statistics

Note: All returns are excess returns, i.e. net of 3 month T-Bill rate.

[1] “VWEHX” “SPY”
[1] “DGS3MO”

Number of Trading Days is 6939
Beta is 0.32
Beta of Last 100 Days is 0.345
Annualized Total Return 0.06742
Annualized Alpha 0.01665
Ending Cumulative Alpha is 1.567
Daily Historical Volatility is 0.07176
Daily Historical Volatility of BaseAsset is 0.1456
Daily Historical Volatility of Last 100 Points is 0.2751