+369.0%
UTHR vs VO
+202.1%
+166.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +8.3% | +2.0% | +6.3% | +7.1% |
| 3M | +15.5% | -0.3% | +15.8% | +15.7% |
| 6M | +4.5% | +7.3% | -2.8% | 0.0% |
| YTD | +22.2% | +15.0% | +7.3% | +11.9% |
| 1Y | +29.7% | +14.7% | +15.0% | +18.9% |
| 3Y | +167.3% | +67.3% | +100.0% | +91.7% |
| 5Y | +196.5% | +38.8% | +157.7% | +137.2% |
| 10Y | +369.0% | +201.6% | +167.5% | +101.4% |
| All | +369.0% | +202.1% | +166.9% | +101.4% |
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