+299.0%
UTHR vs EFV
+169.9%
+129.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.0% |
| 7D | +1.9% | -0.8% | +2.8% | +2.4% |
| 30D | -2.9% | +0.6% | -3.5% | -3.3% |
| 3M | -8.9% | +7.5% | -16.4% | -12.8% |
| 6M | -8.7% | +13.0% | -21.8% | -15.3% |
| YTD | +2.0% | +18.3% | -16.3% | -7.8% |
| 1Y | +22.8% | +26.7% | -3.9% | +6.5% |
| 3Y | +120.6% | +89.6% | +31.1% | +48.6% |
| 5Y | +136.4% | +98.2% | +38.2% | +54.3% |
| All | +299.0% | +169.9% | +129.1% | +115.2% |
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