+228.4%
UNH vs VIAV
+419.4%
-191.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.9% |
| 7D | -4.5% | +11.2% | -15.7% | -6.1% |
| 30D | -6.5% | -10.1% | +3.6% | -5.4% |
| 3M | -6.0% | -22.9% | +16.9% | -3.6% |
| 6M | +33.7% | +28.8% | +4.9% | +23.3% |
| YTD | +16.4% | +117.5% | -101.1% | -4.2% |
| 1Y | +10.1% | +216.1% | -206.0% | -17.1% |
| 3Y | -16.3% | +292.2% | -308.5% | -42.1% |
| 5Y | +2.1% | +141.0% | -138.9% | -20.7% |
| All | +228.4% | +419.4% | -191.1% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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