+325.3%
VWO vs UTHR
+2,194.9%
-1,869.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +0.2% | +3.0% | -2.8% | -0.4% |
| 30D | +0.9% | -4.3% | +5.2% | +1.7% |
| 3M | +4.3% | -8.4% | +12.6% | +5.9% |
| 6M | +10.5% | -4.2% | +14.8% | +11.0% |
| YTD | +13.4% | +4.0% | +9.3% | +11.6% |
| 1Y | +18.6% | +25.5% | -6.9% | +12.2% |
| 3Y | +65.8% | +125.1% | -59.3% | +34.3% |
| 5Y | +35.2% | +140.3% | -105.1% | +5.9% |
| 10Y | +116.6% | +322.5% | -205.9% | +40.0% |
| All | +325.3% | +2,194.9% | -1,869.5% | +64.1% |
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