-20.5%
UNH vs VG
-49.4%
+28.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.9% |
| 7D | +0.2% | -7.7% | +7.9% | +0.3% |
| 30D | +6.8% | -8.8% | +15.6% | +7.0% |
| 3M | -0.3% | -15.6% | +15.4% | 0.0% |
| 6M | +7.9% | +5.2% | +2.7% | +7.4% |
| YTD | +25.1% | +76.9% | -51.8% | +22.8% |
| 1Y | +29.3% | +42.5% | -13.2% | +27.0% |
| All | -20.5% | -49.4% | +28.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling