+136,006.1%
UNH vs VFC
+845.1%
+135,161.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | -3.8% | -11.6% | +7.8% | -1.3% |
| 3M | +0.7% | -18.1% | +18.8% | +4.4% |
| 6M | +37.9% | -27.4% | +65.2% | +45.8% |
| YTD | +21.9% | -24.8% | +46.8% | +27.4% |
| 1Y | +31.4% | -8.2% | +39.6% | +30.3% |
| 3Y | -11.4% | -29.1% | +17.7% | -17.5% |
| 5Y | +2.5% | -79.2% | +81.7% | +29.3% |
| 10Y | +242.9% | -68.1% | +311.0% | +262.1% |
| All | +136,006.1% | +845.1% | +135,161.0% | +46,284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling