+216.1%
UNH vs VLO
+790.8%
-574.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +3.4% | +9.6% | -6.3% | +1.7% |
| 30D | +3.0% | -17.4% | +20.4% | +6.2% |
| 3M | +2.7% | +10.8% | -8.0% | +0.3% |
| 6M | +2.8% | +56.9% | -54.2% | -6.2% |
| YTD | +25.9% | +136.8% | -110.9% | +5.8% |
| 1Y | +25.8% | +120.7% | -94.9% | +7.0% |
| 3Y | -20.0% | +231.9% | -251.9% | -38.8% |
| 5Y | -2.8% | +479.0% | -481.8% | -37.0% |
| All | +216.1% | +790.8% | -574.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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