+15.0%
UNH vs VFC
-14.7%
+29.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.0% |
| 7D | -3.2% | -3.3% | +0.1% | -2.7% |
| 30D | -3.5% | -14.0% | +10.6% | -1.5% |
| 3M | -4.2% | -22.6% | +18.4% | -1.2% |
| 6M | +38.3% | -24.7% | +63.0% | +42.0% |
| YTD | +19.2% | -29.0% | +48.2% | +22.5% |
| 1Y | +15.0% | -13.8% | +28.7% | +13.1% |
| All | +15.0% | -14.7% | +29.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling