+216.1%
UNH vs VSH
+115.4%
+100.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | +3.4% | +14.3% | -11.0% | +1.0% |
| 30D | +3.0% | -7.9% | +10.9% | +3.5% |
| 3M | +2.7% | -19.9% | +22.6% | +4.8% |
| 6M | +2.8% | -30.5% | +33.3% | +4.0% |
| YTD | +25.9% | +85.7% | -59.8% | +3.1% |
| 1Y | +25.8% | +98.9% | -73.1% | +1.4% |
| 3Y | -20.0% | +32.1% | -52.1% | -32.4% |
| 5Y | -2.8% | +39.7% | -42.5% | -22.1% |
| All | +216.1% | +115.4% | +100.7% | +121.4% |
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