+402.8%
VUG vs UTHR
+364.7%
+38.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +2.5% | +5.2% | -2.7% | +1.7% |
| 30D | -6.3% | +9.5% | -15.7% | -7.7% |
| 3M | -6.0% | +17.9% | -24.0% | -8.8% |
| 6M | -3.5% | +2.0% | -5.6% | -4.2% |
| YTD | +3.9% | +21.3% | -17.4% | -0.3% |
| 1Y | +5.1% | +27.9% | -22.8% | -0.2% |
| 3Y | +77.9% | +162.3% | -84.5% | +42.4% |
| 5Y | +62.4% | +190.7% | -128.3% | +24.5% |
| All | +402.8% | +364.7% | +38.2% | +219.7% |
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