-0.5%
UNH vs VFC
-78.2%
+77.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.7% | -2.6% |
| 7D | -4.5% | -1.4% | -3.2% | -4.5% |
| 30D | -6.5% | -9.0% | +2.4% | -6.1% |
| 3M | -6.0% | -24.2% | +18.2% | -4.8% |
| 6M | +33.7% | -18.5% | +52.2% | +34.7% |
| YTD | +16.4% | -25.9% | +42.3% | +17.7% |
| 1Y | +10.1% | -13.0% | +23.1% | +10.5% |
| 3Y | -16.3% | -20.3% | +4.0% | -18.1% |
| All | -0.5% | -78.2% | +77.7% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling