+142.8%
EFA vs UTHR
+313.7%
-170.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -1.5% | +1.9% | -3.5% | -1.8% |
| 30D | -1.7% | -2.9% | +1.2% | -1.3% |
| 3M | +3.5% | -8.9% | +12.3% | +4.7% |
| 6M | +9.5% | -8.7% | +18.2% | +10.6% |
| YTD | +12.9% | +2.0% | +10.8% | +11.9% |
| 1Y | +18.2% | +22.8% | -4.6% | +13.9% |
| 3Y | +64.8% | +120.6% | -55.8% | +40.8% |
| 5Y | +53.9% | +136.4% | -82.5% | +27.6% |
| All | +142.8% | +313.7% | -170.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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