+219.8%
VT vs UTHR
+363.8%
-144.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.0% |
| 7D | +0.4% | -2.3% | +2.7% | +0.7% |
| 30D | -2.6% | +6.1% | -8.7% | -3.5% |
| 3M | -3.2% | +8.1% | -11.3% | -4.6% |
| 6M | +0.9% | +3.1% | -2.2% | +0.1% |
| YTD | +11.3% | +19.5% | -8.2% | +7.3% |
| 1Y | +14.0% | +29.7% | -15.7% | +8.4% |
| 3Y | +75.8% | +162.7% | -86.9% | +42.8% |
| 5Y | +57.8% | +192.8% | -135.0% | +23.0% |
| 10Y | +219.8% | +348.1% | -128.3% | +110.5% |
| All | +219.8% | +363.8% | -144.0% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling