+1,302.2%
UNH vs VNQ
+382.8%
+919.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | -3.2% | -2.6% | -0.5% | -2.0% |
| 30D | -3.5% | -2.3% | -1.1% | -2.5% |
| 3M | -4.2% | -2.8% | -1.4% | -3.0% |
| 6M | +38.3% | +2.5% | +35.8% | +36.7% |
| YTD | +19.2% | +8.4% | +10.8% | +14.8% |
| 1Y | +15.0% | +6.8% | +8.2% | +11.5% |
| 3Y | -14.5% | +29.9% | -44.5% | -25.2% |
| 5Y | +4.6% | +7.2% | -2.6% | -1.4% |
| 10Y | +241.1% | +62.5% | +178.6% | +166.2% |
| All | +1,302.2% | +382.8% | +919.4% | +510.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling