+369.0%
UTHR vs VT
+224.4%
+144.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.6% |
| 30D | +8.3% | -1.7% | +10.0% | +9.6% |
| 3M | +15.5% | -2.3% | +17.9% | +17.1% |
| 6M | +4.5% | +1.5% | +3.0% | +3.0% |
| YTD | +22.2% | +12.0% | +10.2% | +12.9% |
| 1Y | +29.7% | +12.9% | +16.8% | +19.1% |
| 3Y | +167.3% | +74.9% | +92.4% | +80.3% |
| 5Y | +196.5% | +59.9% | +136.6% | +112.3% |
| 10Y | +369.0% | +224.6% | +144.4% | +110.2% |
| All | +369.0% | +224.4% | +144.7% | +110.2% |
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