+96.3%
VCIT vs UTHR
+1,146.9%
-1,050.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.3% | +0.3% |
| 7D | +0.5% | -4.7% | +5.1% | +0.5% |
| 30D | +2.1% | +4.4% | -2.4% | +2.1% |
| 3M | -1.6% | +9.0% | -10.6% | -1.6% |
| 6M | -1.6% | -1.1% | -0.4% | -1.6% |
| YTD | -1.5% | +16.1% | -17.6% | -1.6% |
| 1Y | -0.4% | +26.4% | -26.8% | -0.5% |
| 3Y | +19.6% | +152.1% | -132.5% | +19.0% |
| 5Y | +3.3% | +179.6% | -176.4% | +2.8% |
| 10Y | +28.9% | +395.6% | -366.7% | +28.3% |
| All | +96.3% | +1,146.9% | -1,050.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 all: compounded portfolio wealth divided by compounded UTHR 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…
all analysis · Full analysis span regression · 6 months rolling