+141.0%
UTHR vs VCLT
-16.3%
+157.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -4.3% | +0.1% | -4.4% | -4.3% |
| 3M | -8.4% | -2.9% | -5.5% | -7.8% |
| 6M | -4.2% | -4.0% | -0.3% | -3.5% |
| YTD | +4.0% | -2.2% | +6.3% | +4.5% |
| 1Y | +25.5% | -2.6% | +28.1% | +26.1% |
| 3Y | +125.1% | +12.3% | +112.8% | +119.9% |
| All | +141.0% | -16.3% | +157.4% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling