+340.0%
UTHR vs EFV
+163.3%
+176.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +5.2% | +2.5% | +2.6% | +3.7% |
| 30D | +9.5% | +2.9% | +6.6% | +7.7% |
| 3M | +17.9% | -1.4% | +19.4% | +18.7% |
| 6M | +2.0% | +5.5% | -3.5% | -1.5% |
| YTD | +21.3% | +16.1% | +5.3% | +10.7% |
| 1Y | +27.9% | +20.3% | +7.6% | +14.2% |
| 3Y | +162.3% | +90.4% | +71.9% | +76.3% |
| 5Y | +190.7% | +93.5% | +97.3% | +92.5% |
| All | +340.0% | +163.3% | +176.7% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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