+306.8%
UTHR vs VO
+200.7%
+106.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +3.0% | -0.6% | +3.6% | +3.3% |
| 30D | -4.3% | -1.9% | -2.4% | -3.3% |
| 3M | -8.4% | +3.3% | -11.6% | -10.3% |
| 6M | -4.2% | +9.7% | -13.9% | -9.8% |
| YTD | +4.0% | +12.6% | -8.6% | -3.7% |
| 1Y | +25.5% | +13.6% | +11.9% | +15.4% |
| 3Y | +125.1% | +56.8% | +68.3% | +67.4% |
| 5Y | +140.3% | +42.3% | +98.1% | +87.6% |
| All | +306.8% | +200.7% | +106.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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