+165.8%
VXUS vs UTHR
+760.5%
-594.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +0.5% | -2.1% | +2.6% | +0.8% |
| 30D | -2.5% | +7.2% | -9.7% | -3.6% |
| 3M | -4.6% | +11.1% | -15.8% | -6.5% |
| 6M | -2.6% | +4.2% | -6.8% | -3.6% |
| YTD | +10.4% | +20.8% | -10.4% | +6.3% |
| 1Y | +12.9% | +29.7% | -16.8% | +7.4% |
| 3Y | +68.4% | +164.1% | -95.8% | +38.3% |
| 5Y | +47.7% | +190.7% | -143.0% | +17.3% |
| 10Y | +142.2% | +355.4% | -213.2% | +67.7% |
| All | +165.8% | +760.5% | -594.7% | +45.7% |
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 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