+1,690.8%
UNH vs VCLT
+103.3%
+1,587.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -1.5% | -0.6% | -1.0% | -1.5% |
| 3M | -0.8% | -2.2% | +1.4% | -0.7% |
| 6M | +41.8% | -2.9% | +44.7% | +42.1% |
| YTD | +23.1% | -2.1% | +25.1% | +23.2% |
| 1Y | +28.5% | -2.6% | +31.1% | +28.7% |
| 3Y | -11.8% | +12.5% | -24.3% | -12.4% |
| 5Y | +5.3% | -15.3% | +20.6% | +5.3% |
| 10Y | +247.4% | +16.6% | +230.8% | +264.8% |
| All | +1,690.8% | +103.3% | +1,587.5% | +2,468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling