+172.0%
UTHR vs VSXY
+37.5%
+134.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.9% | -18.7% | +15.8% | -2.1% |
| 3M | -8.9% | -4.0% | -4.9% | -8.8% |
| 6M | -8.7% | +67.5% | -76.2% | -11.5% |
| YTD | +2.0% | +39.7% | -37.6% | -0.4% |
| 1Y | +22.8% | +180.0% | -157.2% | +15.7% |
| 3Y | +120.6% | +337.3% | -216.7% | +99.5% |
| 5Y | +136.4% | +22.7% | +113.8% | +122.1% |
| All | +172.0% | +37.5% | +134.4% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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