+228.0%
UNH vs VST
+1,112.0%
-884.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.6% | -10.9% | -1.5% |
| 7D | -3.2% | -9.8% | +6.7% | -2.3% |
| 30D | +4.8% | -25.1% | +30.0% | +7.6% |
| 3M | -1.8% | -11.6% | +9.8% | -1.2% |
| 6M | +8.6% | -20.9% | +29.5% | +10.2% |
| YTD | +21.8% | -22.3% | +44.1% | +23.0% |
| 1Y | +25.8% | -32.0% | +57.8% | +28.9% |
| 3Y | -21.3% | +262.4% | -283.7% | -46.6% |
| 5Y | -5.3% | +563.4% | -568.7% | -46.1% |
| All | +228.0% | +1,112.0% | -884.0% | +84.7% |
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