+370.1%
UTHR vs VT
+215.5%
+154.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -6.1% | -2.3% | -3.8% | -4.6% |
| 30D | +3.1% | -5.0% | +8.1% | +6.6% |
| 3M | +5.5% | -4.9% | +10.3% | +8.7% |
| 6M | -5.8% | -1.5% | -4.3% | -5.4% |
| YTD | +15.3% | +8.5% | +6.9% | +8.7% |
| 1Y | +23.8% | +11.4% | +12.4% | +14.5% |
| 3Y | +146.3% | +70.1% | +76.2% | +69.0% |
| 5Y | +177.8% | +53.7% | +124.1% | +104.0% |
| All | +370.1% | +215.5% | +154.6% | +96.2% |
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