-11.5%
UNH vs VFC
-25.6%
+14.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | +1.1% | +0.8% | +0.3% | +1.1% |
| 30D | -1.5% | -11.9% | +10.4% | -1.0% |
| 3M | -0.8% | -20.2% | +19.3% | 0.0% |
| 6M | +41.8% | -23.0% | +64.8% | +43.0% |
| YTD | +23.1% | -26.2% | +49.3% | +24.2% |
| 1Y | +28.5% | -13.3% | +41.8% | +29.0% |
| All | -11.5% | -25.6% | +14.1% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling