+3.5%
UNH vs VLO
+619.0%
-615.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | -1.7% | +6.2% | -7.9% | -2.2% |
| 30D | -3.8% | +23.5% | -27.3% | -5.6% |
| 3M | -4.3% | +53.9% | -58.1% | -7.9% |
| 6M | +38.6% | +81.7% | -43.0% | +31.2% |
| YTD | +20.7% | +142.5% | -121.8% | +11.3% |
| 1Y | +16.0% | +145.4% | -129.4% | +6.6% |
| 3Y | -13.5% | +197.3% | -210.8% | -22.6% |
| 5Y | +3.5% | +614.6% | -611.1% | -17.0% |
| All | +3.5% | +619.0% | -615.5% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling