+239.9%
UNH vs VST
+1,196.4%
-956.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +0.5% | +9.9% | -9.4% | -0.5% |
| 30D | -2.1% | +7.9% | -10.1% | -3.0% |
| 3M | -1.5% | +3.4% | -4.9% | -2.1% |
| 6M | +40.9% | -4.1% | +45.0% | +40.6% |
| YTD | +22.3% | -5.7% | +28.0% | +21.8% |
| 1Y | +27.7% | -18.9% | +46.6% | +28.9% |
| 3Y | -12.3% | +359.1% | -371.4% | -41.7% |
| 5Y | +4.7% | +766.9% | -762.2% | -42.1% |
| All | +239.9% | +1,196.4% | -956.5% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling