+231.0%
UNH vs VCIT
+29.7%
+201.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +4.8% | +1.8% | +3.0% | +4.1% |
| 3M | -1.7% | -1.6% | -0.2% | -1.1% |
| 6M | +5.9% | -2.1% | +8.0% | +6.8% |
| YTD | +22.8% | -1.6% | +24.4% | +23.6% |
| 1Y | +25.9% | -0.8% | +26.7% | +26.3% |
| 3Y | -21.4% | +19.9% | -41.4% | -27.7% |
| 5Y | -6.3% | +3.3% | -9.6% | -6.2% |
| 10Y | +231.0% | +30.6% | +200.3% | +237.4% |
| All | +231.0% | +29.7% | +201.3% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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