+146.2%
VXUS vs UTHR
+364.7%
-218.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +2.1% | +5.2% | -3.1% | +1.4% |
| 30D | -1.1% | +9.5% | -10.6% | -2.4% |
| 3M | -5.6% | +17.9% | -23.6% | -8.0% |
| 6M | -2.3% | +2.0% | -4.3% | -2.8% |
| YTD | +10.4% | +21.3% | -11.0% | +6.6% |
| 1Y | +13.1% | +27.9% | -14.8% | +8.3% |
| 3Y | +68.0% | +162.3% | -94.3% | +39.5% |
| 5Y | +45.8% | +190.7% | -144.9% | +16.8% |
| All | +146.2% | +364.7% | -218.5% | +69.2% |
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