+228.4%
UNH vs VSH
+196.4%
+32.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.1% | -8.5% | -3.4% |
| 7D | -4.5% | +4.8% | -9.3% | -5.3% |
| 30D | -6.5% | -0.7% | -5.8% | -6.6% |
| 3M | -6.0% | -43.1% | +37.1% | +1.9% |
| 6M | +33.7% | +91.8% | -58.1% | +11.7% |
| YTD | +16.4% | +131.6% | -115.2% | -7.0% |
| 1Y | +10.1% | +118.1% | -108.0% | -11.3% |
| 3Y | -16.3% | +40.9% | -57.2% | -28.0% |
| 5Y | +2.1% | +75.8% | -73.7% | -20.5% |
| All | +228.4% | +196.4% | +32.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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