+228.4%
UNH vs VMC
+156.6%
+71.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | -4.5% | -3.8% | -0.8% | -3.6% |
| 30D | -6.5% | -9.7% | +3.2% | -4.1% |
| 3M | -6.0% | -9.6% | +3.6% | -3.9% |
| 6M | +33.7% | -4.8% | +38.5% | +34.3% |
| YTD | +16.4% | -10.9% | +27.3% | +18.6% |
| 1Y | +10.1% | -15.6% | +25.7% | +13.7% |
| 3Y | -16.3% | +19.3% | -35.6% | -22.8% |
| 5Y | +2.1% | +48.0% | -45.9% | -13.2% |
| All | +228.4% | +156.6% | +71.8% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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