+165.2%
UTHR vs VLTO
+56.3%
+108.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | +7.2% | +22.0% | -14.8% | +3.9% |
| 3M | +11.1% | +21.9% | -10.8% | +7.6% |
| 6M | +4.2% | +36.5% | -32.3% | -1.3% |
| YTD | +20.8% | +19.0% | +1.8% | +17.2% |
| 1Y | +29.7% | +21.0% | +8.7% | +25.3% |
| 3Y | +164.1% | +69.9% | +94.3% | +136.5% |
| All | +165.2% | +56.3% | +108.9% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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