+109.8%
FE vs UTHR
+347.5%
-237.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | 0.0% | -6.1% | +6.1% | +0.6% |
| 30D | +5.2% | +3.1% | +2.1% | +4.8% |
| 3M | 0.0% | +5.5% | -5.5% | -0.8% |
| 6M | +5.0% | -5.8% | +10.9% | +5.5% |
| YTD | +7.9% | +15.3% | -7.5% | +5.5% |
| 1Y | +6.3% | +23.8% | -17.5% | +3.1% |
| 3Y | +46.0% | +146.3% | -100.3% | +26.2% |
| 5Y | +45.6% | +177.8% | -132.2% | +22.4% |
| All | +109.8% | +347.5% | -237.7% | +51.8% |
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