+298.1%
UTHR vs VT
+224.5%
+73.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.4% | +0.4% | -5.9% | -5.7% |
| 30D | -6.0% | +1.0% | -7.0% | -6.7% |
| 3M | -11.0% | +2.4% | -13.4% | -12.6% |
| 6M | -0.5% | +12.0% | -12.5% | -8.1% |
| YTD | +0.1% | +15.3% | -15.3% | -9.3% |
| 1Y | +28.2% | +22.6% | +5.6% | +11.3% |
| 3Y | +113.8% | +74.7% | +39.1% | +44.0% |
| 5Y | +131.3% | +66.1% | +65.2% | +60.9% |
| All | +298.1% | +224.5% | +73.7% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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