+228.4%
UNH vs VCLT
+17.1%
+211.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.5% | -1.4% | -3.2% | -4.2% |
| 30D | -6.5% | -1.2% | -5.4% | -6.3% |
| 3M | -6.0% | -4.8% | -1.2% | -4.9% |
| 6M | +33.7% | -2.6% | +36.2% | +34.5% |
| YTD | +16.4% | -3.3% | +19.7% | +17.3% |
| 1Y | +10.1% | -4.8% | +14.9% | +11.4% |
| 3Y | -16.3% | +11.5% | -27.8% | -19.0% |
| 5Y | +2.1% | -17.0% | +19.1% | +8.1% |
| All | +228.4% | +17.1% | +211.3% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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