+228.4%
UNH vs VIG
+250.0%
-21.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -3.0% |
| 7D | -4.5% | -1.1% | -3.5% | -3.6% |
| 30D | -6.5% | -2.7% | -3.8% | -4.1% |
| 3M | -6.0% | +2.5% | -8.5% | -8.3% |
| 6M | +33.7% | +9.2% | +24.4% | +22.7% |
| YTD | +16.4% | +9.8% | +6.6% | +6.2% |
| 1Y | +10.1% | +12.4% | -2.3% | -1.6% |
| 3Y | -16.3% | +55.9% | -72.2% | -46.5% |
| 5Y | +2.1% | +63.9% | -61.8% | -38.8% |
| All | +228.4% | +250.0% | -21.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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