+231.0%
UNH vs VST
+1,219.3%
-988.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.3% | -6.4% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.9% |
| 30D | +4.8% | -17.1% | +21.9% | +6.5% |
| 3M | -1.7% | -4.6% | +2.9% | -1.8% |
| 6M | +5.9% | -9.1% | +15.0% | +5.9% |
| YTD | +22.8% | -16.6% | +39.5% | +23.2% |
| 1Y | +25.9% | -29.5% | +55.4% | +28.6% |
| 3Y | -21.4% | +297.5% | -319.0% | -47.3% |
| 5Y | -6.3% | +654.5% | -660.8% | -47.7% |
| 10Y | +231.0% | +1,205.2% | -974.2% | +86.7% |
| All | +231.0% | +1,219.3% | -988.3% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling